0.08Open0.10Pre Close7 Volume165 Open Interest230.00Strike Price36.00Turnover30.36%IV4.49%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0268Delta0.0126Gamma4403.40Leverage Ratio-0.0470Theta0.0003Rho118.06Eff Leverage0.0101Vega