0.54Open0.56Pre Close448 Volume2.65K Open Interest30.50Strike Price37.27KTurnover84.90%IV1.46%PremiumAug 16, 2024Expiry Date0.94Intrinsic Value100Multiplier2DDays to Expiry0.46Extrinsic Value100Contract SizeAmericanOptions Type0.6690Delta0.1493Gamma20.89Leverage Ratio-0.1604Theta0.0016Rho13.97Eff Leverage0.0104Vega