0.87Open1.02Pre Close540 Volume1.58K Open Interest10.00Strike Price37.55KTurnover3447.46%IV-0.10%PremiumAug 30, 2024Expiry Date0.37Intrinsic Value100Multiplier-2DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.9156Delta0.6160Gamma21.16Leverage Ratio-90.9089Theta0.0000Rho-19.38Eff Leverage0.0000Vega