376.64Open446.07Pre Close1 Volume7 Open Interest5125.00Strike Price37.66KTurnover74.00%IV0.83%PremiumJul 24, 2024Expiry Date331.32Intrinsic Value100Multiplier0DDays to Expiry45.32Extrinsic Value100Contract SizeEuropeanOptions Type0.9922Delta0.0002Gamma16.40Leverage Ratio-4.1036Theta0.0620Rho16.27Eff Leverage0.0406Vega