1.64Open2.00Pre Close193 Volume32 Open Interest500.00Strike Price36.90KTurnover20.08%IV1.19%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.66Extrinsic Value100Contract SizeAmericanOptions Type0.1776Delta0.0473Gamma942.44Leverage Ratio-0.5240Theta0.0027Rho167.37Eff Leverage0.0712Vega
JonSnow : Statistical proof?