0.25Open1.07Pre Close1.81K Volume440 Open Interest36.50Strike Price38.50KTurnover41.30%IV1.30%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.3362Delta0.5184Gamma233.48Leverage Ratio-0.1637Theta0.0003Rho78.49Eff Leverage0.0062Vega