0.37Open0.35Pre Close1 Volume126 Open Interest250.00Strike Price37.00Turnover76.04%IV32.72%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type0.0350Delta0.0027Gamma509.84Leverage Ratio-0.0739Theta0.0024Rho17.83Eff Leverage0.0286Vega