0.12Open0.19Pre Close3 Volume271 Open Interest567.50Strike Price37.00Turnover35.50%IV5.23%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.0171Delta0.0028Gamma6302.21Leverage Ratio-0.0919Theta-0.0005Rho-107.74Eff Leverage0.0183Vega