0.03Open0.04Pre Close12 Volume408 Open Interest80.00Strike Price36.00Turnover46.37%IV4.21%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0416Delta0.0496Gamma2560.00Leverage Ratio-0.0820Theta0.0001Rho106.47Eff Leverage0.0034Vega