0.02Open0.05Pre Close14 Volume209 Open Interest237.50Strike Price39.00Turnover93.84%IV9.38%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0106Delta0.0034Gamma7239.00Leverage Ratio-0.1707Theta0.0000Rho77.05Eff Leverage0.0025Vega