0.06Open0.01Pre Close6 Volume3 Open Interest80.00Strike Price36.00Turnover17.11%IV2.26%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0993Delta0.1358Gamma1304.83Leverage Ratio-0.0317Theta0.0007Rho129.63Eff Leverage0.0131Vega