0.20Open0.15Pre Close52 Volume254 Open Interest13.00Strike Price236.00Turnover19.22%IV3.57%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.2049Delta0.6430Gamma252.00Leverage Ratio-0.0055Theta0.0008Rho51.62Eff Leverage0.0065Vega