6.50Open6.54Pre Close49 Volume593 Open Interest265.00Strike Price37.71KTurnover42.78%IV0.09%PremiumSep 27, 2024Expiry Date8.64Intrinsic Value100Multiplier2DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.8503Delta0.0254Gamma30.92Leverage Ratio-0.4938Theta0.0136Rho26.29Eff Leverage0.0499Vega