0.37Open0.05Pre Close1 Volume5 Open Interest175.00Strike Price37.00Turnover44.95%IV20.38%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type0.0565Delta0.0071Gamma393.73Leverage Ratio-0.0419Theta0.0047Rho22.24Eff Leverage0.0405Vega