0.02Open0.01Pre Close26 Volume2.14K Open Interest25.50Strike Price36.00Turnover62.38%IV7.73%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0288Delta0.0722Gamma2368.00Leverage Ratio-0.0100Theta0.0000Rho68.29Eff Leverage0.0010Vega