0.37Open0.69Pre Close1 Volume28 Open Interest49.00Strike Price37.00Turnover30.06%IV0.10%PremiumNov 1, 2024Expiry Date0.32Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.6232Delta0.3963Gamma86.93Leverage Ratio-0.1359Theta-0.0012Rho-54.18Eff Leverage0.0121Vega