6.25Open5.66Pre Close63 Volume324 Open Interest140.00Strike Price37.58KTurnover33.81%IV3.85%PremiumDec 20, 2024Expiry Date0.69Intrinsic Value100Multiplier32DDays to Expiry5.41Extrinsic Value100Contract SizeAmericanOptions Type0.5545Delta0.0282Gamma22.69Leverage Ratio-0.0965Theta0.0625Rho12.58Eff Leverage0.1640Vega