0.03Open0.05Pre Close10 Volume1.09K Open Interest7.50Strike Price37.00Turnover93.99%IV46.27%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0781Delta0.1171Gamma128.88Leverage Ratio-0.0038Theta0.0002Rho10.06Eff Leverage0.0019Vega