0.19Open0.55Pre Close2 Volume495 Open Interest85.00Strike Price38.00Turnover29.94%IV11.75%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.0808Delta0.0267Gamma435.60Leverage Ratio-0.0195Theta0.0036Rho35.21Eff Leverage0.0281Vega