0.36Open0.06Pre Close1 Volume33 Open Interest22.50Strike Price36.00Turnover247.48%IV34.59%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type-0.0690Delta0.0127Gamma94.03Leverage Ratio-0.1174Theta-0.0004Rho-6.49Eff Leverage0.0056Vega