0.05Open0.12Pre Close784 Volume54 Open Interest16.00Strike Price37.04KTurnover105.69%IV6.45%PremiumNov 1, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.51Extrinsic Value100Contract SizeAmericanOptions Type0.4113Delta0.2285Gamma32.65Leverage Ratio-0.0904Theta0.0006Rho13.43Eff Leverage0.0063Vega