29.40Open40.05Pre Close13 Volume79 Open Interest880.00Strike Price37.76KTurnover33.62%IV0.27%PremiumOct 25, 2024Expiry Date26.13Intrinsic Value100Multiplier3DDays to Expiry2.43Extrinsic Value100Contract SizeAmericanOptions Type0.8225Delta0.0088Gamma30.85Leverage Ratio-1.2142Theta0.0676Rho25.37Eff Leverage0.2289Vega