0.04Open0.02Pre Close28 Volume4.04K Open Interest42.50Strike Price36.00Turnover69.94%IV24.96%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0096Delta0.0082Gamma3402.00Leverage Ratio-0.0052Theta0.0001Rho32.80Eff Leverage0.0012Vega