0.71Open0.65Pre Close552 Volume519 Open Interest21.00Strike Price37.20KTurnover110.90%IV7.78%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.3588Delta0.1583Gamma37.03Leverage Ratio-0.1131Theta0.0008Rho13.28Eff Leverage0.0080Vega