0.09Open0.07Pre Close4 Volume13.26K Open Interest45.00Strike Price36.00Turnover54.10%IV6.09%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.1061Delta0.0963Gamma447.37Leverage Ratio-0.0631Theta0.0003Rho47.47Eff Leverage0.0064Vega