0.08Open0.07Pre Close8 Volume58 Open Interest20.50Strike Price36.00Turnover400.30%IV7.33%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier-2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0288Delta0.0739Gamma2211.00Leverage Ratio-0.7407Theta0.0000Rho-63.64Eff Leverage0.0001Vega