0.24Open0.18Pre Close2.37K Volume4.53K Open Interest112.00Strike Price36.51KTurnover34.02%IV3.72%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.1014Delta0.0603Gamma772.29Leverage Ratio-0.0995Theta0.0007Rho78.34Eff Leverage0.0153Vega