5.00Open14.10Pre Close86 Volume545 Open Interest138.00Strike Price37.11KTurnover128.85%IV1.54%PremiumAug 9, 2024Expiry Date2.01Intrinsic Value100Multiplier0DDays to Expiry2.09Extrinsic Value100Contract SizeAmericanOptions Type-0.5943Delta0.0520Gamma33.17Leverage Ratio-2.2292Theta-0.0015Rho-19.71Eff Leverage0.0224Vega