0.04Open0.04Pre Close8.17K Volume8.41K Open Interest100.00Strike Price37.11KTurnover28.47%IV5.46%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0401Delta0.0308Gamma2108.22Leverage Ratio-0.0264Theta0.0004Rho84.59Eff Leverage0.0085Vega