0.06Open0.09Pre Close10 Volume1.02K Open Interest48.00Strike Price39.00Turnover93.59%IV16.72%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0345Delta0.0225Gamma914.44Leverage Ratio-0.0345Theta0.0001Rho31.55Eff Leverage0.0028Vega