0.11Open0.18Pre Close3 Volume121 Open Interest62.50Strike Price37.00Turnover32.56%IV5.50%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.0935Delta0.0595Gamma528.00Leverage Ratio-0.0358Theta-0.0010Rho-49.38Eff Leverage0.0144Vega