0.36Open0.40Pre Close1 Volume22 Open Interest185.00Strike Price36.00Turnover73.96%IV29.13%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type0.1027Delta0.0068Gamma119.62Leverage Ratio-0.1052Theta0.0084Rho12.28Eff Leverage0.0640Vega