0.02Open0.03Pre Close17 Volume629 Open Interest9.50Strike Price37.00Turnover232.50%IV23.23%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0978Delta0.1499Gamma155.00Leverage Ratio-0.0479Theta0.0000Rho15.16Eff Leverage0.0009Vega