0.07Open0.28Pre Close3 Volume133 Open Interest57.00Strike Price37.00Turnover25.99%IV1.94%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.2225Delta0.2519Gamma373.73Leverage Ratio-0.0769Theta0.0008Rho83.16Eff Leverage0.0136Vega