0.18Open0.18Pre Close2.28K Volume1.90K Open Interest45.50Strike Price39.79KTurnover15.97%IV0.15%PremiumAug 9, 2024Expiry Date0.03Intrinsic Value100Multiplier-1DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.6660Delta5.2577Gamma1010.44Leverage Ratio-0.3841Theta0.0000Rho-673.00Eff Leverage0.0016Vega