0.01Open0.01Pre Close36 Volume0 Open Interest29.50Strike Price36.00Turnover64.07%IV13.70%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0124Delta0.0141Gamma3417.00Leverage Ratio-0.0069Theta0.0000Rho-42.28Eff Leverage0.0011Vega