0.37Open0.38Pre Close1 Volume3 Open Interest24.50Strike Price37.00Turnover42.26%IV1.02%PremiumOct 11, 2024Expiry Date0.12Intrinsic Value100Multiplier2DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.5756Delta0.5506Gamma70.34Leverage Ratio-0.1003Theta0.0006Rho40.49Eff Leverage0.0066Vega