0.18Open0.55Pre Close2 Volume26 Open Interest8.00Strike Price38.00Turnover29.69%IV0.49%PremiumJan 17, 2025Expiry Date0.16Intrinsic Value100Multiplier6DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.7082Delta1.0840Gamma36.27Leverage Ratio-0.0096Theta0.0009Rho25.68Eff Leverage0.0037Vega