0.05Open0.05Pre Close2.66K Volume16.91K Open Interest30.00Strike Price36.68KTurnover310.31%IV0.63%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier-2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.3348Delta1.6188Gamma602.80Leverage Ratio-19.7548Theta0.0000Rho-201.84Eff Leverage0.0003Vega