0.55Open0.50Pre Close452 Volume3.83K Open Interest2.50Strike Price36.00KTurnover170.73%IV2.13%PremiumJan 17, 2025Expiry Date0.78Intrinsic Value100Multiplier12DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.8500Delta0.2296Gamma3.75Leverage Ratio-0.0101Theta0.0006Rho3.19Eff Leverage0.0014Vega