0.02Open0.03Pre Close19 Volume2.35K Open Interest6.50Strike Price37.00Turnover283.91%IV34.78%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0351Delta0.1021Gamma483.00Leverage Ratio-0.0100Theta0.0000Rho16.98Eff Leverage0.0002Vega