0.06Open0.06Pre Close6 Volume29 Open Interest12.50Strike Price36.00Turnover130.26%IV44.45%PremiumMay 16, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0853Delta0.0740Gamma115.93Leverage Ratio-0.0127Theta0.0002Rho9.88Eff Leverage0.0025Vega