0.39Open0.39Pre Close668 Volume928 Open Interest53.00Strike Price37.84KTurnover23.74%IV0.47%PremiumDec 27, 2024Expiry Date0.51Intrinsic Value100Multiplier2DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.7032Delta0.3441Gamma74.84Leverage Ratio-0.0878Theta0.0023Rho52.63Eff Leverage0.0147Vega