0.02Open0.03Pre Close21 Volume610 Open Interest62.00Strike Price37.00Turnover301.36%IV20.09%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0046Delta0.0020Gamma7757.00Leverage Ratio-0.1275Theta0.0000Rho-35.54Eff Leverage0.0003Vega