6.48Open6.92Pre Close317 Volume1.86K Open Interest435.00Strike Price37.17KTurnover6.51%IV0.06%PremiumJul 19, 2024Expiry Date0.55Intrinsic Value100Multiplier0DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.8236Delta0.2745Gamma497.77Leverage Ratio-0.3557Theta0.0040Rho409.99Eff Leverage0.0373Vega