0.38Open1.65Pre Close1 Volume2 Open Interest30.00Strike Price38.00Turnover1348.39%IV1.20%PremiumNov 15, 2024Expiry Date0.02Intrinsic Value100Multiplier-1DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type-0.4853Delta0.4077Gamma78.89Leverage Ratio-93.9275Theta0.0000Rho-38.29Eff Leverage0.0003Vega