0.06Open0.06Pre Close6 Volume2.04K Open Interest38.00Strike Price36.00Turnover57.94%IV8.78%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0573Delta0.0480Gamma693.17Leverage Ratio-0.0334Theta-0.0002Rho-39.74Eff Leverage0.0048Vega