0.20Open0.35Pre Close2 Volume279 Open Interest50.00Strike Price37.00Turnover36.60%IV7.59%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type-0.1052Delta0.0538Gamma308.11Leverage Ratio-0.0277Theta-0.0016Rho-32.40Eff Leverage0.0168Vega