29.11Open26.33Pre Close13 Volume553 Open Interest350.00Strike Price37.88KTurnover27.01%IV0.54%PremiumDec 20, 2024Expiry Date27.41Intrinsic Value100Multiplier28DDays to Expiry2.04Extrinsic Value100Contract SizeAmericanOptions Type0.8625Delta0.0078Gamma12.33Leverage Ratio-0.1462Theta0.2253Rho10.64Eff Leverage0.2292Vega