1.20Open1.60Pre Close349 Volume1.28K Open Interest109.00Strike Price38.49KTurnover22.98%IV0.30%PremiumOct 11, 2024Expiry Date0.54Intrinsic Value100Multiplier1DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type0.6401Delta0.2747Gamma125.91Leverage Ratio-0.3344Theta0.0020Rho80.59Eff Leverage0.0222Vega