0.75Open1.02Pre Close611 Volume938 Open Interest52.00Strike Price38.20KTurnover20.39%IV0.63%PremiumJul 19, 2024Expiry Date0.33Intrinsic Value100Multiplier4DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type0.6553Delta0.3108Gamma79.29Leverage Ratio-0.0561Theta0.0041Rho51.96Eff Leverage0.0214Vega