4.50Open15.25Pre Close101 Volume114 Open Interest445.00Strike Price37.20KTurnover13.31%IV0.09%PremiumAug 16, 2024Expiry Date3.12Intrinsic Value100Multiplier1DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type-0.7531Delta0.0861Gamma129.02Leverage Ratio-0.3845Theta-0.0110Rho-97.17Eff Leverage0.0885Vega