94.88Open89.13Pre Close4 Volume4 Open Interest110.00Strike Price37.93KTurnover2543.41%IV1.40%PremiumJul 12, 2024Expiry Date91.87Intrinsic Value100Multiplier0DDays to Expiry2.82Extrinsic Value100Contract SizeAmericanOptions Type0.9931Delta0.0004Gamma2.19Leverage Ratio-11.8391Theta0.0001Rho2.18Eff Leverage0.0004Vega