0.53Open0.62Pre Close714 Volume9.90K Open Interest4.00Strike Price37.06KTurnover189.08%IV0.45%PremiumNov 15, 2024Expiry Date0.43Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.8800Delta0.4991Gamma9.74Leverage Ratio-0.0480Theta0.0001Rho8.57Eff Leverage0.0004Vega