0.06Open0.55Pre Close6 Volume67 Open Interest225.00Strike Price37.00Turnover136.63%IV1.61%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0522Delta0.0471Gamma4572.80Leverage Ratio-6.0225Theta0.0000Rho-238.78Eff Leverage0.0018Vega