0.52Open0.36Pre Close1.74K Volume659 Open Interest52.00Strike Price37.71KTurnover37.40%IV4.95%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.1393Delta0.1104Gamma355.00Leverage Ratio-0.0519Theta0.0008Rho49.46Eff Leverage0.0119Vega