36.50Open36.50Pre Close0 Volume273 Open Interest120.00Strike Price0.00Turnover150.78%IV4.50%PremiumJan 17, 2025Expiry Date32.57Intrinsic Value100Multiplier5DDays to Expiry3.93Extrinsic Value100Contract SizeAmericanOptions Type-0.9543Delta0.0064Gamma2.67Leverage Ratio-0.1191Theta-0.0113Rho-2.54Eff Leverage0.0099Vega