0.06Open0.12Pre Close12 Volume89 Open Interest197.50Strike Price37.00Turnover80.86%IV5.39%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0155Delta0.0072Gamma6957.33Leverage Ratio-0.2565Theta0.0000Rho-107.96Eff Leverage0.0026Vega