0.05Open0.07Pre Close27 Volume135 Open Interest342.50Strike Price37.00Turnover2090.25%IV10.92%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0022Delta0.0004Gamma38446.00Leverage Ratio-32.2925Theta0.0000Rho-83.32Eff Leverage0.0001Vega