0.01Open0.02Pre Close36 Volume522 Open Interest51.00Strike Price36.00Turnover153.56%IV20.96%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0091Delta0.0074Gamma4217.00Leverage Ratio-0.0374Theta0.0000Rho38.55Eff Leverage0.0005Vega