0.03Open0.03Pre Close11 Volume715 Open Interest12.00Strike Price37.00Turnover25.31%IV1.52%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.3127Delta1.4101Gamma237.40Leverage Ratio-0.0193Theta0.0003Rho74.23Eff Leverage0.0035Vega