0.04Open0.08Pre Close8 Volume55 Open Interest87.00Strike Price37.00Turnover107.40%IV5.88%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.1172Delta0.0412Gamma329.93Leverage Ratio-0.5489Theta-0.0002Rho-38.67Eff Leverage0.0087Vega