0.37Open0.35Pre Close1 Volume126 Open Interest250.00Strike Price37.00Turnover74.22%IV32.16%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type0.0355Delta0.0028Gamma512.00Leverage Ratio-0.0738Theta0.0025Rho18.16Eff Leverage0.0291Vega