61.83Open75.52Pre Close6 Volume7 Open Interest530.00Strike Price37.10KTurnover112.03%IV-0.42%PremiumDec 13, 2024Expiry Date64.32Intrinsic Value100Multiplier1DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9674Delta0.0020Gamma9.33Leverage Ratio-0.5386Theta0.0154Rho9.02Eff Leverage0.0237Vega