0.37Open0.35Pre Close1 Volume994 Open Interest9.00Strike Price37.00Turnover47.65%IV5.89%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type-0.4070Delta0.3491Gamma26.20Leverage Ratio-0.0088Theta-0.0024Rho-10.66Eff Leverage0.0091Vega