0.06Open0.01Pre Close6 Volume3 Open Interest80.00Strike Price36.00Turnover16.34%IV2.18%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.1021Delta0.1432Gamma1305.83Leverage Ratio-0.0308Theta0.0007Rho133.34Eff Leverage0.0135Vega