0.37Open1.19Pre Close1 Volume282 Open Interest280.00Strike Price37.00Turnover34.06%IV12.26%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type0.1145Delta0.0087Gamma208.13Leverage Ratio-0.0884Theta0.0189Rho23.83Eff Leverage0.1269Vega