0.60Open0.46Pre Close644 Volume460 Open Interest9.00Strike Price38.53KTurnover107.51%IV2.08%PremiumSep 6, 2024Expiry Date0.63Intrinsic Value100Multiplier4DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.7389Delta0.2875Gamma11.67Leverage Ratio-0.0448Theta0.0008Rho8.62Eff Leverage0.0034Vega