0.15Open0.28Pre Close1.19K Volume1.96K Open Interest35.00Strike Price38.36KTurnover26.53%IV0.63%PremiumJan 10, 2025Expiry Date0.15Intrinsic Value100Multiplier2DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.5950Delta0.5638Gamma97.64Leverage Ratio-0.0806Theta0.0011Rho58.10Eff Leverage0.0100Vega