5.80Open5.53Pre Close59 Volume892 Open Interest89.00Strike Price37.10KTurnover40.13%IV0.05%PremiumDec 20, 2024Expiry Date5.87Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.9545Delta0.0262Gamma15.88Leverage Ratio-0.0542Theta0.0078Rho15.15Eff Leverage0.0087Vega