0.07Open0.25Pre Close6 Volume138 Open Interest130.00Strike Price36.00Turnover36.61%IV23.06%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0172Delta0.0043Gamma1761.50Leverage Ratio-0.0087Theta0.0012Rho30.37Eff Leverage0.0116Vega