0.17Open0.30Pre Close2 Volume83 Open Interest7.50Strike Price37.00Turnover53.61%IV3.57%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier8DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.4328Delta0.6603Gamma37.85Leverage Ratio-0.0149Theta-0.0007Rho-16.38Eff Leverage0.0044Vega