0.66Open0.57Pre Close635 Volume613 Open Interest26.50Strike Price37.30KTurnover157.57%IV1.40%PremiumJan 10, 2025Expiry Date0.77Intrinsic Value100Multiplier1DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type-0.6516Delta0.2073Gamma21.99Leverage Ratio-0.4748Theta-0.0003Rho-14.33Eff Leverage0.0042Vega