0.05Open0.19Pre Close3 Volume46 Open Interest760.00Strike Price36.00Turnover102.61%IV8.49%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type-0.0258Delta0.0016Gamma2185.08Leverage Ratio-1.4480Theta-0.0004Rho-56.32Eff Leverage0.0223Vega