0.05Open0.24Pre Close4 Volume132 Open Interest417.50Strike Price36.00Turnover77.37%IV6.29%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.0174Delta0.0038Gamma5613.14Leverage Ratio-0.4438Theta0.0001Rho97.95Eff Leverage0.0063Vega