0.03Open0.06Pre Close4 Volume140 Open Interest290.00Strike Price39.00Turnover88.43%IV4.76%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type-0.0587Delta0.0124Gamma1267.71Leverage Ratio-1.1837Theta-0.0002Rho-74.38Eff Leverage0.0125Vega