0.07Open0.40Pre Close7 Volume211 Open Interest197.50Strike Price39.00Turnover58.53%IV3.80%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0965Delta0.0319Gamma792.92Leverage Ratio-0.5333Theta0.0004Rho76.49Eff Leverage0.0156Vega