0.03Open0.01Pre Close12 Volume1.38K Open Interest5.00Strike Price36.00Turnover354.17%IV50.37%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0826Delta0.1726Gamma111.50Leverage Ratio-0.0256Theta0.0000Rho9.21Eff Leverage0.0004Vega