0.05Open0.05Pre Close8 Volume4.15K Open Interest1.50Strike Price37.00Turnover107.64%IV39.45%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.1483Delta0.7899Gamma54.50Leverage Ratio-0.0015Theta0.0001Rho8.08Eff Leverage0.0006Vega