0.10Open0.12Pre Close14 Volume414 Open Interest130.00Strike Price38.00Turnover30.19%IV8.76%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0075Delta0.0051Gamma11954.00Leverage Ratio-0.0068Theta0.0001Rho90.18Eff Leverage0.0028Vega