0.03Open0.05Pre Close13 Volume350 Open Interest41.00Strike Price38.00Turnover64.80%IV6.12%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.1104Delta0.0823Gamma349.20Leverage Ratio-0.0824Theta-0.0003Rho-38.54Eff Leverage0.0067Vega