0.36Open0.10Pre Close2 Volume348 Open Interest13.50Strike Price37.00Turnover184.03%IV26.36%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0107Delta0.0109Gamma1832.00Leverage Ratio-0.0095Theta0.0000Rho-19.67Eff Leverage0.0004Vega