0.04Open0.04Pre Close9 Volume592 Open Interest162.50Strike Price37.00Turnover66.31%IV10.32%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0101Delta0.0031Gamma6038.67Leverage Ratio-0.0295Theta-0.0001Rho-61.21Eff Leverage0.0035Vega