0.50Open0.59Pre Close622 Volume446 Open Interest44.50Strike Price37.16KTurnover80.60%IV7.43%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.2456Delta0.0898Gamma85.39Leverage Ratio-0.1450Theta0.0011Rho20.97Eff Leverage0.0137Vega