5.42Open7.50Pre Close89 Volume79 Open Interest111.00Strike Price37.12KTurnover54.30%IV1.19%PremiumOct 4, 2024Expiry Date2.16Intrinsic Value100Multiplier3DDays to Expiry1.35Extrinsic Value100Contract SizeAmericanOptions Type0.6703Delta0.0680Gamma33.43Leverage Ratio-0.3927Theta0.0054Rho22.41Eff Leverage0.0355Vega