0.29Open0.50Pre Close640 Volume2.59K Open Interest75.00Strike Price39.02KTurnover377.70%IV0.13%PremiumJul 19, 2024Expiry Date0.60Intrinsic Value100Multiplier0DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.5768Delta0.1394Gamma51.31Leverage Ratio-15.4519Theta0.0000Rho-29.60Eff Leverage0.0029Vega