0.12Open0.13Pre Close1.34K Volume1.95K Open Interest27.00Strike Price37.93KTurnover312.45%IV0.09%PremiumNov 22, 2024Expiry Date0.43Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.8833Delta0.4510Gamma81.87Leverage Ratio-4.5138Theta0.0000Rho72.31Eff Leverage0.0003Vega