0.03Open0.09Pre Close12 Volume967 Open Interest2.50Strike Price36.00Turnover200.72%IV45.49%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1337Delta0.4298Gamma57.99Leverage Ratio-0.0070Theta0.0000Rho7.75Eff Leverage0.0005Vega