0.70Open0.90Pre Close551 Volume2.64K Open Interest17.00Strike Price38.01KTurnover27.36%IV0.36%PremiumJan 17, 2025Expiry Date0.54Intrinsic Value100Multiplier23DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.6596Delta0.3340Gamma21.95Leverage Ratio-0.0080Theta-0.0058Rho-14.48Eff Leverage0.0151Vega