0.12Open0.13Pre Close5.17K Volume7.04K Open Interest5.00Strike Price37.95KTurnover748.17%IV0.20%PremiumSep 13, 2024Expiry Date0.04Intrinsic Value100Multiplier-1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.7341Delta3.4942Gamma82.67Leverage Ratio-6.6414Theta0.0000Rho-60.69Eff Leverage0.0000Vega