2.90Open3.10Pre Close114 Volume531 Open Interest80.00Strike Price36.40KTurnover91.59%IV7.47%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier8DDays to Expiry3.20Extrinsic Value100Contract SizeAmericanOptions Type0.4375Delta0.0364Gamma23.82Leverage Ratio-0.2614Theta0.0071Rho10.42Eff Leverage0.0466Vega