0.18Open0.23Pre Close2 Volume116 Open Interest18.00Strike Price36.00Turnover88.10%IV-0.05%PremiumJul 19, 2024Expiry Date0.19Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.8783Delta1.2284Gamma90.95Leverage Ratio-0.4300Theta0.0000Rho79.88Eff Leverage0.0004Vega