16.30Open8.70Pre Close22 Volume123 Open Interest320.00Strike Price37.70KTurnover70.84%IV-0.44%PremiumJul 19, 2024Expiry Date26.78Intrinsic Value100Multiplier2DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.9160Delta0.0091Gamma10.94Leverage Ratio-0.4185Theta-0.0159Rho-10.02Eff Leverage0.0380Vega