0.35Open0.35Pre Close1.53K Volume840 Open Interest66.00Strike Price37.22KTurnover82.12%IV3.69%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.2022Delta0.1183Gamma241.25Leverage Ratio-0.4510Theta0.0003Rho48.78Eff Leverage0.0082Vega