0.08Open0.07Pre Close4 Volume4.56K Open Interest20.00Strike Price37.00Turnover65.27%IV28.29%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.0820Delta0.0589Gamma174.00Leverage Ratio-0.0085Theta0.0008Rho14.27Eff Leverage0.0060Vega