0.05Open0.24Pre Close4 Volume132 Open Interest417.50Strike Price36.00Turnover53.03%IV6.29%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.0175Delta0.0039Gamma5613.14Leverage Ratio-0.0700Theta0.0002Rho98.03Eff Leverage0.0091Vega