0.04Open0.16Pre Close9 Volume13 Open Interest22.50Strike Price36.00Turnover43.92%IV17.33%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier17DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0540Delta0.0605Gamma480.25Leverage Ratio-0.0059Theta0.0005Rho25.95Eff Leverage0.0045Vega