0.01Open0.05Pre Close23 Volume482 Open Interest235.00Strike Price37.00Turnover30.44%IV5.31%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0116Delta0.0060Gamma11159.00Leverage Ratio-0.0194Theta0.0001Rho129.78Eff Leverage0.0050Vega