0.06Open0.05Pre Close14 Volume187 Open Interest85.00Strike Price37.00Turnover63.07%IV12.28%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0199Delta0.0115Gamma2524.33Leverage Ratio-0.0248Theta0.0001Rho50.24Eff Leverage0.0032Vega