0.30Open0.20Pre Close1.19K Volume2.37K Open Interest225.00Strike Price36.49KTurnover26.52%IV2.64%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.1185Delta0.0457Gamma877.64Leverage Ratio-0.1910Theta0.0014Rho104.01Eff Leverage0.0324Vega