38.60Open168.75Pre Close7 Volume8 Open Interest21610.00Strike Price37.74KTurnover14.98%IV0.06%PremiumDec 12, 2024Expiry Date80.34Intrinsic Value100Multiplier0DDays to Expiry12.68Extrinsic Value100Contract SizeEuropeanOptions Type0.8499Delta0.0032Gamma253.69Leverage Ratio-48.0369Theta0.0940Rho215.61Eff Leverage1.1452Vega