0.20Open0.03Pre Close4 Volume58 Open Interest73.00Strike Price37.00Turnover29.24%IV3.35%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0673Delta0.0777Gamma1509.40Leverage Ratio-0.0409Theta-0.0003Rho-101.61Eff Leverage0.0075Vega