37.50Open37.50Pre Close0 Volume1 Open Interest470.00Strike Price0.00Turnover27.67%IV0.40%PremiumJul 19, 2024Expiry Date35.50Intrinsic Value100Multiplier12DDays to Expiry2.00Extrinsic Value100Contract SizeAmericanOptions Type0.9290Delta0.0052Gamma13.59Leverage Ratio-0.1984Theta0.1513Rho12.62Eff Leverage0.1284Vega