0.03Open0.03Pre Close11 Volume405 Open Interest265.00Strike Price38.00Turnover114.12%IV2.25%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0252Delta0.0187Gamma9035.33Leverage Ratio-2.2733Theta0.0000Rho-227.28Eff Leverage0.0016Vega