0.95Open2.64Pre Close2.66K Volume1.46K Open Interest29.00Strike Price37.02KTurnover104.81%IV12.23%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.0575Delta0.0418Gamma470.86Leverage Ratio-0.0548Theta-0.0001Rho-27.08Eff Leverage0.0030Vega