37.35Open47.86Pre Close10 Volume273 Open Interest135.00Strike Price37.35KTurnover6894.67%IV0.88%PremiumDec 20, 2024Expiry Date35.84Intrinsic Value100Multiplier-1DDays to Expiry1.51Extrinsic Value100Contract SizeAmericanOptions Type0.9587Delta0.0038Gamma4.81Leverage Ratio-674.5761Theta0.0000Rho4.61Eff Leverage0.0003Vega