1.64Open3.10Pre Close311 Volume71 Open Interest80.00Strike Price38.38KTurnover23.61%IV0.77%PremiumNov 29, 2024Expiry Date0.50Intrinsic Value100Multiplier4DDays to Expiry0.61Extrinsic Value100Contract SizeAmericanOptions Type-0.6006Delta0.1987Gamma75.71Leverage Ratio-0.0962Theta-0.0047Rho-45.47Eff Leverage0.0319Vega