0.78Open0.81Pre Close629 Volume61 Open Interest72.00Strike Price37.52KTurnover27.29%IV0.35%PremiumJan 10, 2025Expiry Date0.39Intrinsic Value100Multiplier2DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.5762Delta0.2659Gamma88.82Leverage Ratio-0.1693Theta0.0023Rho51.18Eff Leverage0.0211Vega