0.05Open0.24Pre Close4 Volume133 Open Interest417.50Strike Price36.00Turnover104.42%IV6.29%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.0278Delta0.0052Gamma3022.46Leverage Ratio-1.1094Theta0.0001Rho83.97Eff Leverage0.0075Vega