0.01Open0.03Pre Close37 Volume163 Open Interest34.00Strike Price37.00Turnover52.27%IV9.86%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0151Delta0.0208Gamma3771.00Leverage Ratio-0.0078Theta0.0000Rho-57.07Eff Leverage0.0013Vega