2.56Open2.56Pre Close162 Volume299 Open Interest177.50Strike Price37.46KTurnover32.25%IV1.37%PremiumNov 22, 2024Expiry Date0.02Intrinsic Value100Multiplier4DDays to Expiry2.44Extrinsic Value100Contract SizeAmericanOptions Type0.5135Delta0.0676Gamma73.81Leverage Ratio-0.3364Theta0.0094Rho37.90Eff Leverage0.0730Vega