0.01Open0.05Pre Close23 Volume482 Open Interest235.00Strike Price37.00Turnover34.96%IV5.31%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0116Delta0.0060Gamma11159.00Leverage Ratio-0.0200Theta0.0001Rho129.66Eff Leverage0.0044Vega