0.12Open0.20Pre Close3 Volume388 Open Interest130.00Strike Price36.00Turnover33.99%IV12.11%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.0342Delta0.0070Gamma985.20Leverage Ratio-0.0229Theta-0.0021Rho-33.70Eff Leverage0.0241Vega