0.65Open0.90Pre Close621 Volume260 Open Interest75.00Strike Price37.32KTurnover17.99%IV3.11%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type0.3513Delta0.1105Gamma94.74Leverage Ratio-0.0296Theta0.0161Rho33.28Eff Leverage0.0692Vega