94.22Open86.20Pre Close4 Volume23 Open Interest735.00Strike Price37.69KTurnover216.53%IV0.35%PremiumJul 19, 2024Expiry Date91.96Intrinsic Value100Multiplier0DDays to Expiry2.26Extrinsic Value100Contract SizeAmericanOptions Type-0.8674Delta0.0029Gamma6.66Leverage Ratio-4.5650Theta-0.0164Rho-5.78Eff Leverage0.0726Vega