0.36Open0.10Pre Close2 Volume348 Open Interest13.50Strike Price37.00Turnover177.41%IV26.54%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0113Delta0.0120Gamma1836.44Leverage Ratio-0.0095Theta0.0000Rho-20.73Eff Leverage0.0004Vega