0.18Open0.28Pre Close2 Volume100 Open Interest190.00Strike Price36.00Turnover51.37%IV9.18%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.0734Delta0.0137Gamma535.97Leverage Ratio-0.1405Theta0.0016Rho39.36Eff Leverage0.0275Vega