0.02Open0.03Pre Close12 Volume164 Open Interest119.00Strike Price39.00Turnover110.04%IV7.19%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0319Delta0.0176Gamma2221.20Leverage Ratio-0.3374Theta0.0000Rho70.84Eff Leverage0.0026Vega