4.89Open5.90Pre Close118 Volume954 Open Interest205.00Strike Price37.66KTurnover50.56%IV4.17%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry2.40Extrinsic Value100Contract SizeAmericanOptions Type0.3217Delta0.0311Gamma84.90Leverage Ratio-0.4577Theta0.0081Rho27.32Eff Leverage0.0818Vega