0.02Open0.05Pre Close19 Volume149 Open Interest125.00Strike Price38.00Turnover84.47%IV44.09%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0054Delta0.0013Gamma4338.25Leverage Ratio-0.0081Theta0.0001Rho23.43Eff Leverage0.0022Vega