0.02Open0.08Pre Close16 Volume560 Open Interest28.50Strike Price37.00Turnover40.79%IV6.69%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0470Delta0.0776Gamma1220.40Leverage Ratio-0.0142Theta-0.0001Rho-57.36Eff Leverage0.0030Vega