0.03Open0.05Pre Close10 Volume10.86K Open Interest10.00Strike Price36.00Turnover185.30%IV95.71%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0559Delta0.0586Gamma128.25Leverage Ratio-0.0070Theta0.0001Rho7.17Eff Leverage0.0012Vega