2.82Open3.62Pre Close147 Volume145 Open Interest65.00Strike Price38.40KTurnover28.86%IV2.95%PremiumNov 15, 2024Expiry Date0.37Intrinsic Value100Multiplier25DDays to Expiry1.93Extrinsic Value100Contract SizeAmericanOptions Type0.5607Delta0.0801Gamma29.05Leverage Ratio-0.0436Theta0.0234Rho16.29Eff Leverage0.0673Vega