0.03Open0.03Pre Close12 Volume15.18K Open Interest4.00Strike Price36.00Turnover169.75%IV59.92%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0927Delta0.2116Gamma84.00Leverage Ratio-0.0052Theta0.0001Rho7.78Eff Leverage0.0008Vega