0.37Open0.36Pre Close1 Volume341 Open Interest7.00Strike Price37.00Turnover52.68%IV4.05%PremiumJan 17, 2025Expiry Date0.09Intrinsic Value100Multiplier22DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type-0.5064Delta0.4432Gamma17.28Leverage Ratio-0.0077Theta-0.0021Rho-8.75Eff Leverage0.0068Vega