0.18Open0.55Pre Close2 Volume26 Open Interest8.00Strike Price38.00Turnover31.93%IV0.49%PremiumJan 17, 2025Expiry Date0.16Intrinsic Value100Multiplier5DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.7066Delta1.0817Gamma36.27Leverage Ratio-0.0111Theta0.0008Rho25.62Eff Leverage0.0034Vega