94.22Open86.20Pre Close4 Volume23 Open Interest735.00Strike Price37.69KTurnover197.11%IV0.35%PremiumJul 19, 2024Expiry Date91.96Intrinsic Value100Multiplier1DDays to Expiry2.26Extrinsic Value100Contract SizeAmericanOptions Type-0.8671Delta0.0029Gamma6.66Leverage Ratio-4.5474Theta-0.0197Rho-5.78Eff Leverage0.0800Vega