0.49Open0.48Pre Close606 Volume1.74K Open Interest88.00Strike Price38.78KTurnover22.06%IV0.63%PremiumDec 27, 2024Expiry Date0.25Intrinsic Value100Multiplier2DDays to Expiry0.56Extrinsic Value100Contract SizeAmericanOptions Type0.5710Delta0.2398Gamma110.31Leverage Ratio-0.1452Theta0.0035Rho62.98Eff Leverage0.0291Vega