6.58Open6.96Pre Close61 Volume9 Open Interest10.50Strike Price39.98KTurnover286.47%IV0.71%PremiumDec 27, 2024Expiry Date6.38Intrinsic Value100Multiplier4DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.9534Delta0.0185Gamma2.60Leverage Ratio-0.0552Theta0.0011Rho2.48Eff Leverage0.0018Vega