0.05Open0.10Pre Close5 Volume17 Open Interest120.00Strike Price39.00Turnover22.40%IV12.09%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0299Delta0.0110Gamma1530.29Leverage Ratio-0.0088Theta0.0021Rho45.75Eff Leverage0.0187Vega