3.05Open3.30Pre Close110 Volume426 Open Interest110.00Strike Price36.05KTurnover394.02%IV-0.04%PremiumJul 12, 2024Expiry Date3.27Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.7709Delta0.0659Gamma29.08Leverage Ratio-18.2016Theta0.0001Rho22.42Eff Leverage0.0035Vega