12.48Open16.70Pre Close36 Volume6 Open Interest275.00Strike Price38.94KTurnover39.55%IV0.61%PremiumJul 19, 2024Expiry Date8.72Intrinsic Value100Multiplier3DDays to Expiry1.73Extrinsic Value100Contract SizeAmericanOptions Type0.7832Delta0.0248Gamma27.35Leverage Ratio-0.4701Theta0.0236Rho21.42Eff Leverage0.0878Vega