0.05Open0.06Pre Close7 Volume834 Open Interest470.00Strike Price37.00Turnover28.29%IV3.89%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0197Delta0.0057Gamma7541.25Leverage Ratio-0.0596Theta0.0004Rho148.34Eff Leverage0.0142Vega