0.70Open0.85Pre Close477 Volume9.69K Open Interest2.00Strike Price37.26KTurnover234.28%IV2.88%PremiumJan 17, 2025Expiry Date0.79Intrinsic Value100Multiplier11DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.8506Delta0.4781Gamma1.47Leverage Ratio-0.0049Theta-0.0004Rho-1.25Eff Leverage0.0005Vega