0.05Open0.10Pre Close5 Volume1.26K Open Interest28.00Strike Price37.00Turnover80.18%IV4.15%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.1676Delta0.2444Gamma299.67Leverage Ratio-0.1570Theta0.0001Rho50.23Eff Leverage0.0032Vega