0.36Open0.10Pre Close2 Volume348 Open Interest13.50Strike Price37.00Turnover202.05%IV28.47%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0092Delta0.0081Gamma1886.00Leverage Ratio-0.0094Theta0.0000Rho-17.41Eff Leverage0.0004Vega