2.70Open2.20Pre Close137 Volume253 Open Interest10.00Strike Price37.01KTurnover127.59%IV4.44%PremiumNov 15, 2024Expiry Date2.15Intrinsic Value100Multiplier21DDays to Expiry0.54Extrinsic Value100Contract SizeAmericanOptions Type0.7874Delta0.0781Gamma4.50Leverage Ratio-0.0267Theta0.0040Rho3.54Eff Leverage0.0085Vega