0.96Open1.05Pre Close351 Volume712 Open Interest21.00Strike Price36.35KTurnover17.64%IV0.23%PremiumJan 17, 2025Expiry Date0.98Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.9769Delta0.1064Gamma21.98Leverage Ratio-0.0043Theta0.0036Rho21.47Eff Leverage0.0016Vega