2.44Open3.46Pre Close160 Volume642 Open Interest182.50Strike Price39.57KTurnover36.83%IV1.38%PremiumDec 6, 2024Expiry Date0.04Intrinsic Value100Multiplier3DDays to Expiry2.53Extrinsic Value100Contract SizeAmericanOptions Type0.5181Delta0.0651Gamma72.29Leverage Ratio-0.4546Theta0.0076Rho37.46Eff Leverage0.0663Vega