0.05Open0.05Pre Close5 Volume96 Open Interest35.00Strike Price37.00Turnover103.55%IV11.29%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.0797Delta0.0650Gamma394.00Leverage Ratio-0.0718Theta0.0001Rho31.39Eff Leverage0.0033Vega