0.72Open1.00Pre Close670 Volume2.66K Open Interest11.50Strike Price36.84KTurnover171.97%IV0.92%PremiumJan 10, 2025Expiry Date0.52Intrinsic Value100Multiplier0DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.7838Delta0.4163Gamma19.70Leverage Ratio-0.2473Theta0.0001Rho15.44Eff Leverage0.0012Vega