2.55Open3.73Pre Close139 Volume141 Open Interest487.50Strike Price37.68KTurnover31.02%IV2.13%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry2.60Extrinsic Value100Contract SizeAmericanOptions Type-0.2737Delta0.0236Gamma203.06Leverage Ratio-0.7959Theta-0.0109Rho-55.59Eff Leverage0.1512Vega