0.01Open0.03Pre Close36 Volume3 Open Interest19.50Strike Price36.00Turnover48.95%IV10.41%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0292Delta0.0738Gamma1767.00Leverage Ratio-0.0062Theta0.0001Rho51.64Eff Leverage0.0012Vega