118.74Open165.35Pre Close3 Volume125 Open Interest830.00Strike Price37.79KTurnover110.42%IV0.11%PremiumAug 2, 2024Expiry Date129.74Intrinsic Value100Multiplier2DDays to Expiry0.79Extrinsic Value100Contract SizeAmericanOptions Type-0.9606Delta0.0014Gamma5.37Leverage Ratio-0.7104Theta-0.0377Rho-5.16Eff Leverage0.0496Vega