0.03Open0.04Pre Close23 Volume1.46K Open Interest29.50Strike Price38.00Turnover52.39%IV8.76%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0392Delta0.0658Gamma1356.65Leverage Ratio-0.0144Theta0.0001Rho53.21Eff Leverage0.0021Vega