0.32Open0.22Pre Close791 Volume875 Open Interest45.50Strike Price37.74KTurnover81.51%IV6.57%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.54Extrinsic Value100Contract SizeAmericanOptions Type0.2677Delta0.0975Gamma81.51Leverage Ratio-0.1741Theta0.0010Rho21.82Eff Leverage0.0136Vega