0.20Open0.29Pre Close2 Volume2.29K Open Interest10.00Strike Price36.00Turnover120.43%IV4.85%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.3342Delta0.5537Gamma69.21Leverage Ratio-0.1276Theta0.0001Rho23.13Eff Leverage0.0020Vega