0.01Open0.05Pre Close8 Volume9.91K Open Interest2.50Strike Price36.00Turnover269.39%IV129.73%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1714Delta0.3590Gamma22.20Leverage Ratio-0.0044Theta0.0001Rho3.81Eff Leverage0.0007Vega