0.58Open0.55Pre Close1.14K Volume1.27K Open Interest4.00Strike Price37.32KTurnover123.54%IV0.69%PremiumJan 10, 2025Expiry Date0.32Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.8928Delta0.6706Gamma12.90Leverage Ratio-0.0262Theta0.0001Rho11.51Eff Leverage0.0004Vega