6.25Open5.66Pre Close63 Volume324 Open Interest140.00Strike Price37.58KTurnover33.76%IV3.85%PremiumDec 20, 2024Expiry Date0.69Intrinsic Value100Multiplier32DDays to Expiry5.41Extrinsic Value100Contract SizeAmericanOptions Type0.5545Delta0.0282Gamma22.69Leverage Ratio-0.0963Theta0.0626Rho12.58Eff Leverage0.1642Vega