0.50Open0.70Pre Close511 Volume869 Open Interest16.00Strike Price38.46KTurnover156.62%IV40.45%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type0.2947Delta0.0729Gamma16.40Leverage Ratio-0.0351Theta0.0018Rho4.83Eff Leverage0.0104Vega