9.97Open10.00Pre Close35 Volume269 Open Interest175.00Strike Price37.80KTurnover47.69%IV0.15%PremiumNov 22, 2024Expiry Date10.73Intrinsic Value100Multiplier3DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.9011Delta0.0198Gamma16.55Leverage Ratio-0.2196Theta0.0154Rho14.91Eff Leverage0.0322Vega