0.03Open0.01Pre Close17 Volume2.85K Open Interest14.50Strike Price37.00Turnover183.48%IV37.76%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0256Delta0.0367Gamma702.67Leverage Ratio-0.0129Theta0.0000Rho18.01Eff Leverage0.0005Vega