8.16Open6.50Pre Close42.30K Volume2.13K Open Interest5460.00Strike Price38.40MTurnover12.43%IV0.04%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry1.40Extrinsic Value100Contract SizeEuropeanOptions Type0.4297Delta0.0789Gamma3466.10Leverage Ratio-50.1309Theta0.0013Rho1489.23Eff Leverage0.1572Vega