0.03Open0.03Pre Close12 Volume850 Open Interest90.00Strike Price36.00Turnover95.32%IV20.88%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0078Delta0.0019Gamma3790.67Leverage Ratio-0.0219Theta-0.0001Rho-29.63Eff Leverage0.0025Vega