0.27Open0.20Pre Close761 Volume651 Open Interest95.00Strike Price37.33KTurnover40.03%IV6.33%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.1473Delta0.0489Gamma256.34Leverage Ratio-0.0869Theta0.0022Rho37.77Eff Leverage0.0271Vega