4.50Open6.80Pre Close90 Volume43 Open Interest572.50Strike Price37.45KTurnover26.86%IV1.84%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry4.67Extrinsic Value100Contract SizeAmericanOptions Type0.3724Delta0.0238Gamma140.81Leverage Ratio-0.8309Theta0.0226Rho52.44Eff Leverage0.2239Vega