0.06Open0.12Pre Close12 Volume93 Open Interest197.50Strike Price37.00Turnover64.66%IV5.39%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0155Delta0.0072Gamma6957.33Leverage Ratio-0.1638Theta0.0000Rho-107.92Eff Leverage0.0032Vega