0.01Open0.01Pre Close36 Volume5.44K Open Interest5.50Strike Price36.00Turnover139.74%IV22.58%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0480Delta0.1908Gamma449.51Leverage Ratio-0.0079Theta0.0000Rho21.59Eff Leverage0.0004Vega