0.06Open0.10Pre Close10 Volume1.96K Open Interest4.00Strike Price38.00Turnover144.29%IV42.91%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1001Delta0.2512Gamma94.00Leverage Ratio-0.0056Theta0.0001Rho9.41Eff Leverage0.0009Vega