0.58Open0.55Pre Close1.14K Volume1.27K Open Interest4.00Strike Price37.32KTurnover113.91%IV0.69%PremiumJan 10, 2025Expiry Date0.32Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.8931Delta0.6700Gamma12.90Leverage Ratio-0.0149Theta0.0001Rho11.52Eff Leverage0.0004Vega