0.01Open0.02Pre Close38 Volume352 Open Interest80.00Strike Price38.00Turnover148.96%IV3.09%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0229Delta0.0463Gamma7761.00Leverage Ratio-0.7816Theta0.0000Rho177.86Eff Leverage0.0004Vega