3.50Open5.50Pre Close222 Volume425 Open Interest270.00Strike Price37.40KTurnover26.44%IV2.10%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.95Extrinsic Value100Contract SizeAmericanOptions Type0.2570Delta0.0480Gamma258.92Leverage Ratio-0.3448Theta0.0061Rho66.54Eff Leverage0.0818Vega