0.11Open0.50Pre Close8 Volume66 Open Interest76.50Strike Price37.00Turnover133.18%IV0.80%PremiumJan 3, 2025Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.1426Delta0.4123Gamma1927.00Leverage Ratio-5.9235Theta0.0000Rho-274.75Eff Leverage0.0009Vega