0.36Open0.12Pre Close1 Volume179 Open Interest77.50Strike Price36.00Turnover54.03%IV14.50%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type0.1120Delta0.0275Gamma188.89Leverage Ratio-0.0512Theta0.0026Rho21.15Eff Leverage0.0244Vega