3.70Open3.30Pre Close102 Volume348 Open Interest185.00Strike Price37.72KTurnover42.35%IV4.76%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry3.70Extrinsic Value100Contract SizeAmericanOptions Type0.3890Delta0.0271Gamma48.68Leverage Ratio-0.2282Theta0.0228Rho18.94Eff Leverage0.1279Vega