5.42Open7.50Pre Close89 Volume79 Open Interest111.00Strike Price37.12KTurnover53.68%IV1.19%PremiumOct 4, 2024Expiry Date2.16Intrinsic Value100Multiplier3DDays to Expiry1.35Extrinsic Value100Contract SizeAmericanOptions Type0.6704Delta0.0680Gamma33.43Leverage Ratio-0.3834Theta0.0056Rho22.41Eff Leverage0.0359Vega