29.40Open40.05Pre Close13 Volume79 Open Interest880.00Strike Price37.76KTurnover33.39%IV0.27%PremiumOct 25, 2024Expiry Date26.13Intrinsic Value100Multiplier3DDays to Expiry2.43Extrinsic Value100Contract SizeAmericanOptions Type0.8227Delta0.0088Gamma30.85Leverage Ratio-1.1993Theta0.0684Rho25.38Eff Leverage0.2302Vega