0.37Open0.15Pre Close1 Volume429 Open Interest260.00Strike Price37.00Turnover28.48%IV13.54%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type0.0531Delta0.0064Gamma619.76Leverage Ratio-0.0382Theta0.0080Rho32.94Eff Leverage0.0645Vega