0.01Open1.05Pre Close37 Volume157 Open Interest145.00Strike Price37.00Turnover192.41%IV0.50%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier-2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0354Delta0.1094Gamma14572.00Leverage Ratio-11.1690Theta0.0000Rho-515.26Eff Leverage0.0003Vega