0.62Open0.62Pre Close649 Volume822 Open Interest71.00Strike Price38.06KTurnover16.57%IV0.26%PremiumJul 26, 2024Expiry Date0.41Intrinsic Value100Multiplier2DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type-0.6490Delta0.3894Gamma116.69Leverage Ratio-0.0734Theta-0.0027Rho-75.73Eff Leverage0.0215Vega