0.12Open0.15Pre Close3 Volume100 Open Interest10.00Strike Price39.00Turnover24.30%IV2.57%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.4002Delta0.6547Gamma57.77Leverage Ratio-0.0050Theta-0.0021Rho-23.12Eff Leverage0.0094Vega