0.15Open0.12Pre Close3 Volume1.30K Open Interest90.00Strike Price38.00Turnover18.81%IV8.82%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier28DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0669Delta0.0299Gamma662.40Leverage Ratio-0.0104Theta0.0042Rho44.34Eff Leverage0.0299Vega