0.07Open0.11Pre Close5 Volume370 Open Interest114.00Strike Price39.00Turnover47.98%IV2.35%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0759Delta0.0744Gamma1714.46Leverage Ratio-0.2827Theta0.0001Rho130.20Eff Leverage0.0057Vega