0.05Open0.06Pre Close5 Volume1.62K Open Interest15.00Strike Price37.00Turnover60.07%IV21.32%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.1183Delta0.1081Gamma124.30Leverage Ratio-0.0084Theta0.0008Rho14.71Eff Leverage0.0060Vega