0.37Open0.38Pre Close1 Volume3 Open Interest24.50Strike Price37.00Turnover43.43%IV1.02%PremiumOct 11, 2024Expiry Date0.12Intrinsic Value100Multiplier1DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.5754Delta0.5504Gamma70.34Leverage Ratio-0.1073Theta0.0006Rho40.48Eff Leverage0.0064Vega