0.18Open0.28Pre Close2 Volume100 Open Interest190.00Strike Price36.00Turnover46.96%IV9.18%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.0735Delta0.0138Gamma535.97Leverage Ratio-0.1197Theta0.0019Rho39.40Eff Leverage0.0301Vega