0.15Open0.10Pre Close3 Volume123 Open Interest62.00Strike Price39.00Turnover21.79%IV2.93%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.0654Delta0.1047Gamma1822.29Leverage Ratio-0.0234Theta-0.0003Rho-119.10Eff Leverage0.0071Vega