0.45Open0.50Pre Close801 Volume467 Open Interest5.00Strike Price38.05KTurnover70.94%IV4.81%PremiumDec 20, 2024Expiry Date0.20Intrinsic Value100Multiplier26DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.6249Delta0.3865Gamma10.40Leverage Ratio-0.0076Theta0.0019Rho6.50Eff Leverage0.0052Vega