0.62Open0.62Pre Close647 Volume822 Open Interest71.00Strike Price37.95KTurnover16.86%IV0.33%PremiumJul 26, 2024Expiry Date0.34Intrinsic Value100Multiplier2DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type-0.6481Delta0.3824Gamma125.06Leverage Ratio-0.0747Theta-0.0027Rho-81.05Eff Leverage0.0216Vega