12.48Open12.65Pre Close30 Volume60 Open Interest5.00Strike Price37.44KTurnover2644.12%IV-0.46%PremiumDec 6, 2024Expiry Date12.56Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9956Delta0.0014Gamma1.40Leverage Ratio-0.3589Theta0.0000Rho1.39Eff Leverage0.0000Vega