0.10Open0.05Pre Close4 Volume2.23K Open Interest30.00Strike Price36.00Turnover8861.92%IV31.90%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier-2DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0440Delta0.0264Gamma379.83Leverage Ratio-139.0607Theta0.0000Rho16.71Eff Leverage0.0000Vega