0.12Open0.10Pre Close3 Volume241 Open Interest12.50Strike Price36.00Turnover134.64%IV42.12%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier13DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.1183Delta0.0861Gamma74.00Leverage Ratio-0.0167Theta0.0003Rho8.75Eff Leverage0.0034Vega