0.07Open0.05Pre Close13 Volume402 Open Interest5.00Strike Price37.00Turnover352.08%IV27.36%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0365Delta0.0621Gamma342.83Leverage Ratio-0.0200Theta0.0000Rho-12.50Eff Leverage0.0003Vega