9.00Open10.30Pre Close37 Volume12 Open Interest320.00Strike Price37.15KTurnover26.89%IV3.15%PremiumAug 16, 2024Expiry Date0.08Intrinsic Value100Multiplier24DDays to Expiry10.07Extrinsic Value100Contract SizeAmericanOptions Type0.5351Delta0.0180Gamma34.05Leverage Ratio-0.2076Theta0.1067Rho18.22Eff Leverage0.3266Vega