0.36Open0.10Pre Close2 Volume348 Open Interest13.50Strike Price37.00Turnover181.13%IV26.00%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0110Delta0.0113Gamma1823.09Leverage Ratio-0.0095Theta0.0000Rho-20.00Eff Leverage0.0004Vega