3.10Open2.30Pre Close106 Volume37 Open Interest71.00Strike Price37.99KTurnover104.17%IV4.22%PremiumAug 2, 2024Expiry Date0.64Intrinsic Value100Multiplier4DDays to Expiry2.97Extrinsic Value100Contract SizeAmericanOptions Type-0.5073Delta0.0501Gamma20.10Leverage Ratio-0.3870Theta-0.0043Rho-10.20Eff Leverage0.0305Vega