0.09Open0.20Pre Close4 Volume794 Open Interest38.50Strike Price38.00Turnover49.18%IV4.02%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1553Delta0.1815Gamma353.43Leverage Ratio-0.0784Theta0.0003Rho54.90Eff Leverage0.0064Vega