0.07Open0.07Pre Close7 Volume350 Open Interest41.00Strike Price37.00Turnover38.54%IV6.05%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0585Delta0.0661Gamma968.56Leverage Ratio-0.0228Theta-0.0003Rho-56.65Eff Leverage0.0053Vega