4.50Open6.80Pre Close90 Volume43 Open Interest572.50Strike Price37.45KTurnover26.72%IV1.84%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry4.67Extrinsic Value100Contract SizeAmericanOptions Type0.3725Delta0.0238Gamma140.81Leverage Ratio-0.8220Theta0.0228Rho52.44Eff Leverage0.2251Vega