0.09Open0.08Pre Close4 Volume4 Open Interest42.50Strike Price36.00Turnover71.23%IV12.19%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.0546Delta0.0278Gamma508.42Leverage Ratio-0.0410Theta-0.0003Rho-27.74Eff Leverage0.0062Vega