0.80Open4.02Pre Close552 Volume140 Open Interest2210.00Strike Price38.51KTurnover18.94%IV1.56%PremiumJul 30, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeEuropeanOptions Type-0.0068Delta0.0014Gamma74829.73Leverage Ratio-0.3423Theta-0.0002Rho-506.65Eff Leverage0.0136Vega