0.86Open0.91Pre Close405 Volume309 Open Interest43.50Strike Price39.46KTurnover25.09%IV0.09%PremiumNov 1, 2024Expiry Date0.97Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.8565Delta0.2622Gamma41.49Leverage Ratio-0.0342Theta-0.0020Rho-35.54Eff Leverage0.0080Vega