0.12Open0.12Pre Close3 Volume6 Open Interest33.00Strike Price36.00Turnover120.70%IV18.29%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.0852Delta0.0485Gamma233.33Leverage Ratio-0.0684Theta0.0002Rho19.89Eff Leverage0.0041Vega