0.20Open0.20Pre Close1.71K Volume4.12K Open Interest3.00Strike Price36.07KTurnover417.60%IV96.89%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.3195Delta0.2999Gamma9.20Leverage Ratio-0.0188Theta0.0001Rho2.94Eff Leverage0.0010Vega