2.38Open1.90Pre Close149 Volume2.64K Open Interest64.00Strike Price37.69KTurnover53.03%IV0.11%PremiumJul 26, 2024Expiry Date2.07Intrinsic Value100Multiplier0DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.8945Delta0.1070Gamma30.52Leverage Ratio-0.1855Theta0.0013Rho27.30Eff Leverage0.0059Vega