0.20Open0.26Pre Close2 Volume23 Open Interest45.50Strike Price37.00Turnover55.43%IV4.79%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type-0.1546Delta0.1089Gamma264.50Leverage Ratio-0.1013Theta-0.0005Rho-40.89Eff Leverage0.0094Vega