2.99Open3.40Pre Close125 Volume120 Open Interest17.00Strike Price37.31KTurnover36.62%IV2.73%PremiumAug 16, 2024Expiry Date2.44Intrinsic Value100Multiplier25DDays to Expiry0.53Extrinsic Value100Contract SizeAmericanOptions Type0.9309Delta0.0712Gamma7.59Leverage Ratio-0.0071Theta0.0107Rho7.07Eff Leverage0.0068Vega