3.60Open3.95Pre Close111 Volume435 Open Interest83.00Strike Price37.65KTurnover143.37%IV10.62%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry3.35Extrinsic Value100Contract SizeAmericanOptions Type0.3853Delta0.0301Gamma24.90Leverage Ratio-0.5465Theta0.0035Rho9.59Eff Leverage0.0339Vega