0.90Open0.60Pre Close408 Volume85 Open Interest15.00Strike Price37.80KTurnover74.70%IV2.25%PremiumJan 17, 2025Expiry Date0.55Intrinsic Value100Multiplier12DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.6339Delta0.1767Gamma13.52Leverage Ratio-0.0344Theta0.0029Rho8.57Eff Leverage0.0107Vega