0.11Open0.05Pre Close4 Volume1.53K Open Interest220.00Strike Price38.00Turnover26.62%IV19.12%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0052Delta0.0012Gamma9235.50Leverage Ratio-0.0039Theta0.0006Rho48.37Eff Leverage0.0070Vega