0.05Open0.05Pre Close9 Volume389 Open Interest102.00Strike Price37.00Turnover49.51%IV4.54%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0332Delta0.0318Gamma3253.33Leverage Ratio-0.0957Theta0.0001Rho107.87Eff Leverage0.0035Vega