0.17Open0.30Pre Close2 Volume177 Open Interest25.00Strike Price37.00Turnover59.70%IV9.71%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.1439Delta0.1296Gamma183.76Leverage Ratio-0.0333Theta0.0005Rho26.45Eff Leverage0.0066Vega