0.42Open0.81Pre Close558 Volume1.71K Open Interest88.00Strike Price37.31KTurnover38.34%IV0.47%PremiumDec 27, 2024Expiry Date0.14Intrinsic Value100Multiplier0DDays to Expiry0.41Extrinsic Value100Contract SizeAmericanOptions Type0.5521Delta0.3397Gamma163.22Leverage Ratio-0.5508Theta0.0006Rho90.11Eff Leverage0.0120Vega