0.02Open0.06Pre Close18 Volume2.34K Open Interest27.00Strike Price36.00Turnover17.97%IV7.89%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0358Delta0.0572Gamma1464.50Leverage Ratio-0.0020Theta-0.0006Rho-52.46Eff Leverage0.0060Vega