0.06Open0.06Pre Close6 Volume937 Open Interest11.00Strike Price37.00Turnover219.74%IV20.63%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0934Delta0.1381Gamma183.20Leverage Ratio-0.0496Theta0.0000Rho17.11Eff Leverage0.0009Vega