4.50Open15.25Pre Close101 Volume114 Open Interest445.00Strike Price37.20KTurnover12.19%IV0.07%PremiumAug 16, 2024Expiry Date3.20Intrinsic Value100Multiplier1DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.8191Delta0.0803Gamma126.23Leverage Ratio-0.2452Theta-0.0110Rho-103.39Eff Leverage0.0735Vega