0.06Open0.06Pre Close6 Volume649 Open Interest185.00Strike Price36.00Turnover147.39%IV75.53%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier8DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0082Delta0.0010Gamma1757.17Leverage Ratio-0.0267Theta0.0002Rho14.41Eff Leverage0.0036Vega