0.07Open0.08Pre Close6 Volume200 Open Interest22.50Strike Price37.00Turnover231.06%IV57.50%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0449Delta0.0267Gamma238.83Leverage Ratio-0.0341Theta0.0001Rho10.73Eff Leverage0.0015Vega