37.50Open17.20Pre Close1 Volume58 Open Interest140.00Strike Price3.75KTurnover147.17%IV8.55%PremiumOct 11, 2024Expiry Date27.92Intrinsic Value100Multiplier2DDays to Expiry9.58Extrinsic Value100Contract SizeAmericanOptions Type-0.9643Delta0.0060Gamma3.99Leverage Ratio-0.1401Theta-0.0064Rho-3.85Eff Leverage0.0072Vega