0.04Open0.06Pre Close9 Volume104 Open Interest28.00Strike Price39.00Turnover64.12%IV8.76%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0671Delta0.0938Gamma644.75Leverage Ratio-0.0292Theta0.0001Rho43.28Eff Leverage0.0028Vega