0.06Open0.25Pre Close7 Volume246 Open Interest5.00Strike Price39.00Turnover859.76%IV0.20%PremiumJan 17, 2025Expiry Date0.02Intrinsic Value100Multiplier-2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.6658Delta7.9188Gamma166.00Leverage Ratio-20.3713Theta0.0000Rho-110.53Eff Leverage0.0000Vega