0.03Open0.04Pre Close10 Volume4.48K Open Interest10.50Strike Price37.00Turnover153.32%IV20.07%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0694Delta0.1301Gamma292.33Leverage Ratio-0.0250Theta0.0000Rho20.28Eff Leverage0.0009Vega