0.03Open0.13Pre Close14 Volume165 Open Interest38.00Strike Price36.00Turnover312.97%IV2.81%PremiumJun 28, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0682Delta0.1959Gamma1849.00Leverage Ratio-3.4750Theta0.0000Rho126.03Eff Leverage0.0003Vega