0.19Open0.32Pre Close2 Volume634 Open Interest9.00Strike Price37.00Turnover97.68%IV5.58%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.4420Delta0.4945Gamma49.69Leverage Ratio-0.0556Theta0.0003Rho21.96Eff Leverage0.0032Vega