0.19Open0.41Pre Close2 Volume28 Open Interest79.00Strike Price38.00Turnover20.55%IV1.36%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.2700Delta0.2710Gamma390.65Leverage Ratio-0.1053Theta0.0012Rho105.49Eff Leverage0.0196Vega