0.36Open0.17Pre Close1 Volume802 Open Interest250.00Strike Price36.00Turnover23.29%IV7.10%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type0.0742Delta0.0127Gamma623.39Leverage Ratio-0.0519Theta0.0070Rho46.25Eff Leverage0.0666Vega