0.26Open0.23Pre Close1.34K Volume2.65K Open Interest13.00Strike Price39.24KTurnover31.41%IV0.39%PremiumOct 18, 2024Expiry Date0.19Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.8696Delta1.2855Gamma64.05Leverage Ratio-0.0268Theta-0.0002Rho-55.70Eff Leverage0.0011Vega