0.60Open0.61Pre Close702 Volume812 Open Interest66.00Strike Price38.55KTurnover70.61%IV4.26%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.2527Delta0.0961Gamma129.88Leverage Ratio-0.2843Theta0.0009Rho32.82Eff Leverage0.0150Vega