6.50Open6.54Pre Close49 Volume593 Open Interest265.00Strike Price37.71KTurnover40.64%IV0.12%PremiumSep 27, 2024Expiry Date8.55Intrinsic Value100Multiplier2DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type0.8661Delta0.0248Gamma29.98Leverage Ratio-0.4300Theta0.0139Rho25.96Eff Leverage0.0463Vega