3.74Open3.71Pre Close102 Volume2.41K Open Interest48.00Strike Price39.50KTurnover110.89%IV0.17%PremiumJul 26, 2024Expiry Date3.78Intrinsic Value100Multiplier0DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.9810Delta0.0274Gamma11.79Leverage Ratio-0.0738Theta-0.0004Rho-11.57Eff Leverage0.0007Vega