0.26Open0.34Pre Close2.27K Volume1.16K Open Interest69.50Strike Price37.27KTurnover84.71%IV9.91%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0327Delta0.0230Gamma1581.75Leverage Ratio-0.0400Theta0.0001Rho51.73Eff Leverage0.0027Vega