0.03Open0.04Pre Close12 Volume456 Open Interest19.00Strike Price36.00Turnover71.33%IV9.88%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0455Delta0.0733Gamma842.00Leverage Ratio-0.0182Theta-0.0001Rho-38.29Eff Leverage0.0017Vega