0.37Open3.20Pre Close1 Volume5 Open Interest557.50Strike Price37.00Turnover23.40%IV2.51%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type0.0666Delta0.0150Gamma2176.84Leverage Ratio-0.2349Theta0.0016Rho145.00Eff Leverage0.0475Vega
JonSnow : Statistical proof?