6.16Open6.20Pre Close61 Volume3.70K Open Interest50.00Strike Price36.55KTurnover94.92%IV85.55%PremiumJan 16, 2026Expiry Date0.00Intrinsic Value100Multiplier372DDays to Expiry6.00Extrinsic Value100Contract SizeAmericanOptions Type0.4989Delta0.0138Gamma4.31Leverage Ratio-0.0164Theta0.0822Rho2.15Eff Leverage0.1216Vega