0.18Open0.07Pre Close4 Volume49 Open Interest96.00Strike Price37.00Turnover93.61%IV22.48%PremiumSep 13, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0160Delta0.0055Gamma1960.25Leverage Ratio-0.0297Theta0.0001Rho31.30Eff Leverage0.0031Vega