0.21Open0.58Pre Close1.49K Volume1.14K Open Interest39.00Strike Price39.75KTurnover72.36%IV7.56%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.1131Delta0.0936Gamma330.55Leverage Ratio-0.0794Theta0.0002Rho37.39Eff Leverage0.0054Vega