36.78Open36.78Pre Close0 Volume5 Open Interest22.50Strike Price0.00Turnover316.70%IV2.45%PremiumJan 17, 2025Expiry Date35.36Intrinsic Value100Multiplier21DDays to Expiry1.42Extrinsic Value100Contract SizeAmericanOptions Type0.9474Delta0.0024Gamma1.57Leverage Ratio-0.1132Theta0.0105Rho1.49Eff Leverage0.0150Vega