0.09Open0.15Pre Close4 Volume52 Open Interest36.00Strike Price36.00Turnover42.58%IV8.86%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier8DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.0760Delta0.0557Gamma437.78Leverage Ratio-0.0205Theta-0.0007Rho-33.29Eff Leverage0.0086Vega