121.00Open110.40Pre Close3 Volume640 Open Interest95.00Strike Price36.68KTurnover696.86%IV0.47%PremiumJan 17, 2025Expiry Date121.89Intrinsic Value100Multiplier1DDays to Expiry1.03Extrinsic Value100Contract SizeAmericanOptions Type0.9919Delta0.0003Gamma1.78Leverage Ratio-0.2546Theta0.0026Rho1.76Eff Leverage0.0026Vega