1.45Open1.53Pre Close228 Volume515 Open Interest114.00Strike Price37.91KTurnover33.60%IV1.30%PremiumAug 16, 2024Expiry Date0.38Intrinsic Value100Multiplier4DDays to Expiry1.48Extrinsic Value100Contract SizeAmericanOptions Type-0.5246Delta0.0985Gamma63.65Leverage Ratio-0.2015Theta-0.0063Rho-33.39Eff Leverage0.0480Vega