0.70Open0.90Pre Close551 Volume2.64K Open Interest17.00Strike Price38.01KTurnover27.62%IV0.36%PremiumJan 17, 2025Expiry Date0.54Intrinsic Value100Multiplier22DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.6600Delta0.3340Gamma21.95Leverage Ratio-0.0081Theta-0.0057Rho-14.49Eff Leverage0.0149Vega