130.80Open125.30Pre Close3 Volume6 Open Interest150.00Strike Price38.77KTurnover604.09%IV0.51%PremiumJan 17, 2025Expiry Date126.59Intrinsic Value100Multiplier1DDays to Expiry1.42Extrinsic Value100Contract SizeAmericanOptions Type0.9689Delta0.0007Gamma2.16Leverage Ratio-1.4112Theta0.0051Rho2.09Eff Leverage0.0117Vega