0.01Open0.02Pre Close24 Volume511 Open Interest6.00Strike Price39.00Turnover158.88%IV21.32%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0350Delta0.0749Gamma506.67Leverage Ratio-0.0115Theta0.0000Rho-17.72Eff Leverage0.0005Vega