0.40Open0.58Pre Close772 Volume1.44K Open Interest28.00Strike Price37.50KTurnover977.34%IV1.24%PremiumSep 20, 2024Expiry Date0.31Intrinsic Value100Multiplier0DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.5976Delta0.2759Gamma39.05Leverage Ratio-29.6635Theta0.0000Rho23.33Eff Leverage0.0006Vega