0.20Open0.15Pre Close2 Volume310 Open Interest8.00Strike Price37.00Turnover48.77%IV5.55%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type-0.3146Delta0.5039Gamma55.27Leverage Ratio-0.0112Theta-0.0008Rho-17.39Eff Leverage0.0051Vega