0.37Open0.48Pre Close1 Volume45 Open Interest36.00Strike Price37.00Turnover25.16%IV6.75%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier31DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type0.2546Delta0.1277Gamma92.08Leverage Ratio-0.0139Theta0.0071Rho23.45Eff Leverage0.0320Vega