11.25Open9.15Pre Close33 Volume2.11K Open Interest50.00Strike Price37.29KTurnover106.85%IV-0.26%PremiumDec 20, 2024Expiry Date11.61Intrinsic Value100Multiplier3DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9813Delta0.0072Gamma5.28Leverage Ratio-0.0382Theta0.0045Rho5.18Eff Leverage0.0027Vega