1.45Open1.53Pre Close228 Volume515 Open Interest114.00Strike Price37.91KTurnover33.94%IV1.30%PremiumAug 16, 2024Expiry Date0.38Intrinsic Value100Multiplier3DDays to Expiry1.48Extrinsic Value100Contract SizeAmericanOptions Type-0.5247Delta0.0985Gamma63.65Leverage Ratio-0.2062Theta-0.0061Rho-33.40Eff Leverage0.0475Vega