4.40Open3.68Pre Close83 Volume506 Open Interest60.00Strike Price37.23KTurnover87.17%IV0.31%PremiumJul 26, 2024Expiry Date4.30Intrinsic Value100Multiplier0DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.9758Delta0.0250Gamma14.78Leverage Ratio-0.1081Theta0.0010Rho14.42Eff Leverage0.0015Vega