28.92Open36.87Pre Close13 Volume132 Open Interest880.00Strike Price37.75KTurnover30.22%IV3.14%PremiumNov 15, 2024Expiry Date2.78Intrinsic Value100Multiplier25DDays to Expiry27.69Extrinsic Value100Contract SizeAmericanOptions Type0.5503Delta0.0057Gamma28.99Leverage Ratio-0.6125Theta0.3128Rho15.95Eff Leverage0.9165Vega