0.05Open0.03Pre Close12 Volume337 Open Interest49.00Strike Price37.00Turnover35.83%IV5.97%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0352Delta0.0536Gamma2313.00Leverage Ratio-0.0154Theta0.0001Rho81.50Eff Leverage0.0031Vega