0.11Open0.02Pre Close1.75K Volume1.05K Open Interest35.50Strike Price37.46KTurnover26.52%IV1.25%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.3982Delta0.5018Gamma164.09Leverage Ratio-0.0691Theta0.0009Rho65.34Eff Leverage0.0112Vega