0.01Open0.01Pre Close33 Volume379 Open Interest135.00Strike Price36.00Turnover106.14%IV14.47%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0084Delta0.0022Gamma5260.17Leverage Ratio-0.0300Theta0.0000Rho-44.00Eff Leverage0.0023Vega