2.75Open2.35Pre Close525 Volume442 Open Interest113.00Strike Price37.72KTurnover67.31%IV4.45%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.1223Delta0.0537Gamma481.91Leverage Ratio-0.3888Theta0.0003Rho58.95Eff Leverage0.0114Vega