1.00Open0.95Pre Close351 Volume515 Open Interest14.00Strike Price37.66KTurnover63.52%IV4.09%PremiumSep 20, 2024Expiry Date0.55Intrinsic Value100Multiplier21DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type-0.5661Delta0.1905Gamma11.96Leverage Ratio-0.0181Theta-0.0045Rho-6.77Eff Leverage0.0129Vega