0.37Open0.38Pre Close1 Volume13 Open Interest9.00Strike Price37.00Turnover17.88%IV0.54%PremiumNov 8, 2024Expiry Date0.32Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.9791Delta0.3087Gamma28.68Leverage Ratio-0.0020Theta0.0008Rho28.08Eff Leverage0.0005Vega