0.20Open0.21Pre Close2 Volume2 Open Interest1.50Strike Price36.00Turnover171.14%IV23.43%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type-0.2797Delta0.4606Gamma10.94Leverage Ratio-0.0056Theta-0.0004Rho-3.06Eff Leverage0.0014Vega