0.17Open0.25Pre Close2 Volume379 Open Interest25.00Strike Price37.00Turnover48.90%IV15.13%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.0951Delta0.0454Gamma166.97Leverage Ratio-0.0123Theta-0.0018Rho-15.87Eff Leverage0.0129Vega