37.00Open41.00Pre Close11 Volume289 Open Interest810.00Strike Price39.61KTurnover24.43%IV-0.16%PremiumJul 19, 2024Expiry Date40.77Intrinsic Value100Multiplier3DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9836Delta0.0021Gamma20.61Leverage Ratio-0.2040Theta0.0728Rho20.27Eff Leverage0.0334Vega