28.05Open41.88Pre Close13 Volume35 Open Interest985.00Strike Price38.91KTurnover44.47%IV0.44%PremiumJul 26, 2024Expiry Date27.12Intrinsic Value100Multiplier3DDays to Expiry4.26Extrinsic Value100Contract SizeAmericanOptions Type-0.7231Delta0.0081Gamma29.75Leverage Ratio-2.0004Theta-0.0604Rho-21.51Eff Leverage0.3133Vega