0.40Open0.47Pre Close1.23K Volume1.64K Open Interest44.00Strike Price37.80KTurnover20.25%IV0.46%PremiumDec 6, 2024Expiry Date0.17Intrinsic Value100Multiplier2DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.5857Delta0.5516Gamma118.46Leverage Ratio-0.0640Theta-0.0015Rho-69.39Eff Leverage0.0136Vega