0.48Open3.68Pre Close472 Volume451 Open Interest43.50Strike Price39.35KTurnover42.24%IV0.95%PremiumJul 19, 2024Expiry Date0.35Intrinsic Value100Multiplier1DDays to Expiry0.41Extrinsic Value100Contract SizeAmericanOptions Type-0.6036Delta0.3148Gamma63.46Leverage Ratio-0.1678Theta-0.0011Rho-38.30Eff Leverage0.0112Vega