21.12Open17.10Pre Close18 Volume29 Open Interest290.00Strike Price38.02KTurnover49.81%IV3.11%PremiumNov 15, 2024Expiry Date11.73Intrinsic Value100Multiplier22DDays to Expiry9.39Extrinsic Value100Contract SizeAmericanOptions Type0.6619Delta0.0099Gamma13.90Leverage Ratio-0.3303Theta0.1083Rho9.20Eff Leverage0.2724Vega