0.55Open0.43Pre Close784 Volume1.37K Open Interest70.00Strike Price38.11KTurnover11.37%IV0.10%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.3702Delta3.2027Gamma2332.00Leverage Ratio-0.2879Theta0.0001Rho863.31Eff Leverage0.0039Vega