0.01Open0.05Pre Close8 Volume6 Open Interest10.00Strike Price38.00Turnover39.33%IV4.01%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.3213Delta0.6610Gamma88.36Leverage Ratio-0.0140Theta0.0006Rho28.39Eff Leverage0.0049Vega