2.37Open4.90Pre Close1 Volume320 Open Interest40.00Strike Price237.00Turnover61.57%IV0.82%PremiumJul 19, 2024Expiry Date2.06Intrinsic Value100Multiplier2DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type-0.8313Delta0.1254Gamma17.05Leverage Ratio-0.0872Theta-0.0021Rho-14.17Eff Leverage0.0083Vega