0.03Open0.01Pre Close12 Volume11.11K Open Interest10.00Strike Price36.00Turnover646.81%IV454.14%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0599Delta0.0764Gamma60.33Leverage Ratio-0.0127Theta0.0000Rho3.61Eff Leverage0.0003Vega