0.68Open0.71Pre Close461 Volume3.48K Open Interest70.00Strike Price37.57KTurnover60.80%IV3.79%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry1.14Extrinsic Value100Contract SizeAmericanOptions Type-0.3561Delta0.0811Gamma62.79Leverage Ratio-0.2198Theta-0.0028Rho-22.36Eff Leverage0.0282Vega