0.09Open0.25Pre Close4 Volume6 Open Interest8.00Strike Price36.00Turnover104.36%IV9.32%PremiumAug 30, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.2267Delta0.4191Gamma82.22Leverage Ratio-0.0353Theta0.0001Rho18.64Eff Leverage0.0021Vega