0.69Open0.67Pre Close598 Volume694 Open Interest10.00Strike Price37.77KTurnover63.80%IV0.57%PremiumNov 22, 2024Expiry Date0.55Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.8011Delta0.3978Gamma16.61Leverage Ratio-0.0261Theta0.0008Rho13.31Eff Leverage0.0031Vega