0.10Open0.15Pre Close9 Volume115 Open Interest78.00Strike Price37.00Turnover61.50%IV0.43%PremiumJan 3, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0883Delta0.6533Gamma7833.00Leverage Ratio-2.0285Theta0.0000Rho-691.80Eff Leverage0.0006Vega