0.18Open0.55Pre Close2 Volume26 Open Interest8.00Strike Price38.00Turnover30.13%IV0.49%PremiumJan 17, 2025Expiry Date0.16Intrinsic Value100Multiplier6DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.7078Delta1.0835Gamma36.27Leverage Ratio-0.0099Theta0.0009Rho25.67Eff Leverage0.0036Vega