0.88Open0.97Pre Close1.10K Volume1.46K Open Interest34.50Strike Price37.30KTurnover80.54%IV7.30%PremiumOct 25, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type0.2282Delta0.1205Gamma101.44Leverage Ratio-0.1165Theta0.0007Rho23.15Eff Leverage0.0094Vega