0.37Open0.45Pre Close1 Volume54 Open Interest33.00Strike Price37.00Turnover65.19%IV14.29%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type-0.1280Delta0.0406Gamma108.77Leverage Ratio-0.0336Theta-0.0021Rho-13.92Eff Leverage0.0166Vega