0.37Open0.30Pre Close1 Volume87 Open Interest31.00Strike Price37.00Turnover17.18%IV0.90%PremiumJul 19, 2024Expiry Date0.09Intrinsic Value100Multiplier15DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.5645Delta0.3555Gamma59.22Leverage Ratio-0.0166Theta0.0073Rho33.43Eff Leverage0.0254Vega