2.43Open2.16Pre Close135 Volume1.06K Open Interest92.50Strike Price37.12KTurnover27.05%IV0.19%PremiumDec 20, 2024Expiry Date2.37Intrinsic Value100Multiplier3DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.8381Delta0.0978Gamma36.14Leverage Ratio-0.0975Theta0.0073Rho30.29Eff Leverage0.0227Vega