0.19Open0.20Pre Close2 Volume11 Open Interest6.50Strike Price38.00Turnover55.60%IV1.87%PremiumAug 2, 2024Expiry Date0.07Intrinsic Value100Multiplier4DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.5497Delta1.0089Gamma33.84Leverage Ratio-0.0183Theta-0.0004Rho-18.60Eff Leverage0.0028Vega