0.09Open0.08Pre Close4 Volume469 Open Interest106.00Strike Price36.00Turnover23.29%IV4.75%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.0458Delta0.0360Gamma2025.60Leverage Ratio-0.0247Theta0.0006Rho92.81Eff Leverage0.0110Vega