0.05Open0.05Pre Close3 Volume61 Open Interest16.00Strike Price37.00Turnover20.79%IV4.33%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.3067Delta0.4184Gamma96.81Leverage Ratio-0.0066Theta0.0031Rho29.69Eff Leverage0.0142Vega