0.18Open0.55Pre Close2 Volume26 Open Interest8.00Strike Price38.00Turnover31.55%IV0.49%PremiumJan 17, 2025Expiry Date0.16Intrinsic Value100Multiplier5DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.7068Delta1.0821Gamma36.27Leverage Ratio-0.0108Theta0.0008Rho25.63Eff Leverage0.0035Vega