0.02Open0.06Pre Close28 Volume6.83K Open Interest29.50Strike Price36.00Turnover72.23%IV5.13%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0554Delta0.1303Gamma1404.00Leverage Ratio-0.0705Theta0.0000Rho77.83Eff Leverage0.0013Vega