0.05Open0.24Pre Close4 Volume132 Open Interest417.50Strike Price36.00Turnover64.27%IV6.29%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.0175Delta0.0038Gamma5613.14Leverage Ratio-0.3066Theta0.0001Rho97.98Eff Leverage0.0075Vega