0.03Open0.02Pre Close16 Volume4.81K Open Interest165.00Strike Price37.00Turnover60.69%IV11.11%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0069Delta0.0022Gamma9279.75Leverage Ratio-0.0192Theta-0.0001Rho-64.40Eff Leverage0.0028Vega