0.01Open0.02Pre Close13 Volume33 Open Interest80.00Strike Price37.00Turnover6.51%IV0.82%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1218Delta0.4038Gamma2646.00Leverage Ratio-0.0149Theta0.0009Rho322.23Eff Leverage0.0154Vega