0.04Open0.04Pre Close15 Volume2.09K Open Interest27.00Strike Price36.00Turnover178.98%IV20.08%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0677Delta0.0496Gamma300.13Leverage Ratio-0.0724Theta0.0001Rho20.32Eff Leverage0.0019Vega