2.44Open8.80Pre Close74 Volume278 Open Interest205.00Strike Price37.23KTurnover30.13%IV0.12%PremiumJul 26, 2024Expiry Date6.72Intrinsic Value100Multiplier1DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type-0.9509Delta0.0286Gamma29.27Leverage Ratio-0.0550Theta-0.0053Rho-27.83Eff Leverage0.0134Vega