0.02Open0.06Pre Close17 Volume2.01K Open Interest71.00Strike Price37.00Turnover24.59%IV3.85%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0425Delta0.0621Gamma2736.00Leverage Ratio-0.0190Theta0.0002Rho116.18Eff Leverage0.0054Vega