0.06Open0.06Pre Close8.57K Volume8.98K Open Interest17.00Strike Price38.37KTurnover98.05%IV4.94%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0514Delta0.2252Gamma1621.00Leverage Ratio-0.0745Theta0.0000Rho83.38Eff Leverage0.0005Vega