0.08Open0.08Pre Close5 Volume167 Open Interest25.00Strike Price37.00Turnover52.23%IV5.21%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0977Delta0.1616Gamma526.40Leverage Ratio-0.0366Theta-0.0002Rho-51.43Eff Leverage0.0035Vega