0.87Open1.25Pre Close1.06K Volume3.59K Open Interest217.50Strike Price36.75KTurnover108.92%IV5.11%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.0706Delta0.0199Gamma1119.57Leverage Ratio-1.3413Theta0.0001Rho79.03Eff Leverage0.0084Vega