0.55Open1.01Pre Close486 Volume1.66K Open Interest180.00Strike Price37.61KTurnover18.34%IV0.71%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.3285Delta0.2040Gamma411.79Leverage Ratio-0.3755Theta0.0017Rho135.28Eff Leverage0.0349Vega