0.09Open0.09Pre Close4 Volume0 Open Interest290.00Strike Price36.00Turnover67.73%IV19.11%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.0139Delta0.0019Gamma2706.00Leverage Ratio-0.0553Theta0.0004Rho37.56Eff Leverage0.0099Vega