0.20Open0.45Pre Close2 Volume270 Open Interest43.00Strike Price38.00Turnover15.70%IV2.81%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.2220Delta0.2499Gamma280.00Leverage Ratio-0.0160Theta0.0030Rho62.15Eff Leverage0.0226Vega