0.66Open0.57Pre Close635 Volume613 Open Interest26.50Strike Price37.30KTurnover129.84%IV1.40%PremiumJan 10, 2025Expiry Date0.77Intrinsic Value100Multiplier1DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type-0.6512Delta0.2072Gamma21.99Leverage Ratio-0.3978Theta-0.0005Rho-14.32Eff Leverage0.0051Vega