0.02Open0.04Pre Close31 Volume329 Open Interest390.00Strike Price36.00Turnover82.98%IV13.49%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0028Delta0.0004Gamma22541.25Leverage Ratio-0.0200Theta0.0000Rho-62.06Eff Leverage0.0024Vega