0.38Open1.10Pre Close1 Volume66 Open Interest230.00Strike Price38.00Turnover35.18%IV19.57%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier32DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type0.0547Delta0.0055Gamma428.18Leverage Ratio-0.0352Theta0.0089Rho23.41Eff Leverage0.0635Vega