0.13Open0.24Pre Close4 Volume107 Open Interest60.00Strike Price37.00Turnover41.87%IV8.84%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.0501Delta0.0276Gamma821.63Leverage Ratio-0.0265Theta-0.0006Rho-41.13Eff Leverage0.0092Vega