0.26Open1.10Pre Close2 Volume98 Open Interest442.50Strike Price37.00Turnover72.58%IV1.07%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0772Delta0.0456Gamma3981.27Leverage Ratio-6.1316Theta0.0000Rho307.23Eff Leverage0.0063Vega