0.90Open1.19Pre Close471 Volume1.19K Open Interest12.50Strike Price38.75KTurnover62.02%IV0.92%PremiumNov 8, 2024Expiry Date0.49Intrinsic Value100Multiplier3DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.7543Delta0.4109Gamma21.30Leverage Ratio-0.0393Theta0.0008Rho16.06Eff Leverage0.0039Vega