0.13Open0.75Pre Close3 Volume320 Open Interest35.00Strike Price37.00Turnover246.37%IV90.20%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0471Delta0.0154Gamma167.82Leverage Ratio-0.0401Theta0.0001Rho7.90Eff Leverage0.0025Vega