0.71Open0.52Pre Close477 Volume323 Open Interest39.00Strike Price39.68KTurnover46.70%IV1.89%PremiumJul 19, 2024Expiry Date0.16Intrinsic Value100Multiplier3DDays to Expiry0.74Extrinsic Value100Contract SizeAmericanOptions Type0.5479Delta0.2086Gamma46.07Leverage Ratio-0.1055Theta0.0022Rho25.24Eff Leverage0.0161Vega