0.01Open0.06Pre Close36 Volume203 Open Interest39.00Strike Price37.00Turnover30.93%IV5.80%PremiumNov 1, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0359Delta0.0569Gamma2069.00Leverage Ratio-0.0109Theta-0.0002Rho-74.23Eff Leverage0.0035Vega