0.02Open0.11Pre Close34 Volume311 Open Interest47.50Strike Price37.00Turnover170.65%IV2.79%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0589Delta0.1474Gamma2311.50Leverage Ratio-1.2076Theta0.0000Rho136.13Eff Leverage0.0005Vega