0.04Open0.04Pre Close9 Volume592 Open Interest162.50Strike Price37.00Turnover75.86%IV10.32%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0101Delta0.0031Gamma6038.67Leverage Ratio-0.0300Theta-0.0001Rho-61.24Eff Leverage0.0031Vega