0.64Open0.75Pre Close797 Volume339 Open Interest190.00Strike Price37.97KTurnover28.66%IV0.45%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.3536Delta0.3937Gamma1262.00Leverage Ratio-1.6362Theta0.0002Rho446.20Eff Leverage0.0122Vega