0.36Open0.14Pre Close1 Volume594 Open Interest190.00Strike Price36.00Turnover36.54%IV12.30%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type0.0672Delta0.0104Gamma470.85Leverage Ratio-0.0542Theta0.0045Rho31.65Eff Leverage0.0447Vega