0.48Open3.68Pre Close472 Volume0 Open Interest43.50Strike Price39.35KTurnover40.32%IV0.95%PremiumJul 19, 2024Expiry Date0.35Intrinsic Value100Multiplier1DDays to Expiry0.41Extrinsic Value100Contract SizeAmericanOptions Type-0.6032Delta0.3146Gamma63.46Leverage Ratio-0.1491Theta-0.0012Rho-38.28Eff Leverage0.0117Vega