3.05Open3.70Pre Close118 Volume444 Open Interest81.00Strike Price37.79KTurnover154.95%IV8.60%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry3.48Extrinsic Value100Contract SizeAmericanOptions Type0.4324Delta0.0316Gamma21.46Leverage Ratio-0.6767Theta0.0032Rho9.28Eff Leverage0.0315Vega