0.11Open0.11Pre Close6 Volume304 Open Interest630.00Strike Price36.00Turnover403.82%IV89.95%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0027Delta0.0001Gamma6030.91Leverage Ratio-0.0550Theta0.0000Rho16.05Eff Leverage0.0015Vega