0.12Open0.32Pre Close4 Volume11 Open Interest20.50Strike Price37.00Turnover130.93%IV18.07%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0648Delta0.0378Gamma249.00Leverage Ratio-0.0500Theta-0.0002Rho-16.14Eff Leverage0.0032Vega