0.06Open0.11Pre Close6 Volume1.06K Open Interest60.00Strike Price36.00Turnover43.76%IV22.55%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0312Delta0.0138Gamma816.83Leverage Ratio-0.0085Theta0.0008Rho25.51Eff Leverage0.0082Vega