0.14Open1.50Pre Close4 Volume40 Open Interest245.00Strike Price38.00Turnover50.17%IV8.26%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0125Delta0.0029Gamma5340.30Leverage Ratio-0.0442Theta-0.0002Rho-66.84Eff Leverage0.0073Vega