0.01Open0.13Pre Close37 Volume97 Open Interest10.00Strike Price37.00Turnover119.62%IV31.88%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0267Delta0.0602Gamma759.00Leverage Ratio-0.0057Theta0.0000Rho20.30Eff Leverage0.0005Vega