0.36Open0.42Pre Close1 Volume438 Open Interest62.50Strike Price36.00Turnover87.18%IV6.72%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type0.1829Delta0.0713Gamma163.61Leverage Ratio-0.2532Theta0.0005Rho29.93Eff Leverage0.0113Vega