0.04Open0.03Pre Close10 Volume2.61K Open Interest60.00Strike Price37.00Turnover187.81%IV22.68%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0098Delta0.0030Gamma2585.33Leverage Ratio-0.0300Theta0.0000Rho-25.31Eff Leverage0.0012Vega