0.03Open0.05Pre Close12 Volume20 Open Interest139.00Strike Price38.00Turnover102.12%IV15.26%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0078Delta0.0019Gamma5466.67Leverage Ratio-0.0298Theta-0.0001Rho-42.64Eff Leverage0.0024Vega