0.37Open0.55Pre Close1 Volume2 Open Interest7.50Strike Price37.00Turnover108.97%IV20.15%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type0.3581Delta0.2134Gamma17.70Leverage Ratio-0.0153Theta0.0012Rho6.34Eff Leverage0.0060Vega