0.02Open0.03Pre Close18 Volume26 Open Interest27.50Strike Price37.00Turnover65.32%IV13.58%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0322Delta0.0445Gamma1211.50Leverage Ratio-0.0126Theta0.0001Rho39.07Eff Leverage0.0018Vega