0.02Open0.01Pre Close22 Volume2.69K Open Interest39.00Strike Price37.00Turnover45.07%IV4.55%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0354Delta0.0736Gamma2723.33Leverage Ratio-0.0150Theta0.0000Rho-96.38Eff Leverage0.0018Vega