0.01Open0.05Pre Close7 Volume101 Open Interest126.00Strike Price37.00Turnover2696.17%IV5.58%PremiumOct 25, 2024Expiry Date0.00Intrinsic Value100Multiplier-2DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0457Delta0.0255Gamma1705.86Leverage Ratio-344.4450Theta0.0000Rho77.99Eff Leverage0.0001Vega