0.10Open0.12Pre Close6 Volume635 Open Interest67.50Strike Price37.00Turnover37.62%IV7.60%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0496Delta0.0288Gamma973.33Leverage Ratio-0.0273Theta-0.0006Rho-48.28Eff Leverage0.0097Vega