0.01Open0.05Pre Close23 Volume482 Open Interest235.00Strike Price37.00Turnover30.74%IV5.39%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0115Delta0.0059Gamma11150.25Leverage Ratio-0.0193Theta0.0001Rho127.73Eff Leverage0.0050Vega