0.05Open0.03Pre Close10 Volume2.48K Open Interest5.00Strike Price36.00Turnover656.80%IV147.78%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0755Delta0.1323Gamma67.67Leverage Ratio-0.0244Theta0.0000Rho5.11Eff Leverage0.0002Vega