0.10Open0.23Pre Close7 Volume95 Open Interest127.00Strike Price37.00Turnover147.77%IV20.33%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0109Delta0.0035Gamma3518.91Leverage Ratio-0.0300Theta0.0000Rho38.29Eff Leverage0.0016Vega