0.03Open0.03Pre Close12 Volume2.40K Open Interest105.00Strike Price36.00Turnover1600.17%IV7.69%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier-2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0227Delta0.0151Gamma3251.00Leverage Ratio-46.3111Theta0.0000Rho73.92Eff Leverage0.0001Vega