0.55Open0.43Pre Close784 Volume1.37K Open Interest70.00Strike Price38.11KTurnover16.74%IV0.10%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.3693Delta3.1887Gamma2332.00Leverage Ratio-0.6172Theta0.0000Rho861.16Eff Leverage0.0027Vega