0.68Open1.20Pre Close450 Volume3.33K Open Interest13.00Strike Price37.15KTurnover118.35%IV2.57%PremiumJul 19, 2024Expiry Date0.94Intrinsic Value100Multiplier4DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type-0.7046Delta0.2216Gamma9.65Leverage Ratio-0.0623Theta-0.0011Rho-6.80Eff Leverage0.0046Vega