0.18Open4.28Pre Close2 Volume55 Open Interest16.00Strike Price36.00Turnover311.47%IV1.38%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.4744Delta0.7978Gamma88.67Leverage Ratio-2.7723Theta0.0000Rho42.06Eff Leverage0.0006Vega