0.35Open0.13Pre Close572 Volume471 Open Interest132.00Strike Price37.38KTurnover42.02%IV2.89%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.61Extrinsic Value100Contract SizeAmericanOptions Type0.2428Delta0.0737Gamma214.82Leverage Ratio-0.3146Theta0.0019Rho52.17Eff Leverage0.0316Vega