376.64Open446.07Pre Close1 Volume7 Open Interest5125.00Strike Price37.66KTurnover77.46%IV0.83%PremiumJul 24, 2024Expiry Date331.09Intrinsic Value100Multiplier0DDays to Expiry45.55Extrinsic Value100Contract SizeEuropeanOptions Type0.9898Delta0.0002Gamma16.45Leverage Ratio-5.2067Theta0.0625Rho16.28Eff Leverage0.0521Vega