6.48Open6.92Pre Close316 Volume1.86K Open Interest435.00Strike Price37.09KTurnover9.93%IV0.15%PremiumJul 19, 2024Expiry Date0.07Intrinsic Value100Multiplier0DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type0.6362Delta0.2601Gamma568.72Leverage Ratio-0.7212Theta0.0031Rho361.85Eff Leverage0.0546Vega