0.45Open0.50Pre Close801 Volume467 Open Interest5.00Strike Price38.05KTurnover68.59%IV4.81%PremiumDec 20, 2024Expiry Date0.20Intrinsic Value100Multiplier27DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.6254Delta0.3869Gamma10.40Leverage Ratio-0.0071Theta0.0021Rho6.50Eff Leverage0.0054Vega