0.36Open0.17Pre Close1 Volume802 Open Interest250.00Strike Price36.00Turnover24.35%IV7.58%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type0.0863Delta0.0136Gamma646.44Leverage Ratio-0.0611Theta0.0082Rho55.78Eff Leverage0.0747Vega