2.77Open2.55Pre Close209 Volume228 Open Interest24.00Strike Price39.76KTurnover128.98%IV3.50%PremiumSep 6, 2024Expiry Date0.58Intrinsic Value100Multiplier4DDays to Expiry0.82Extrinsic Value100Contract SizeAmericanOptions Type-0.5426Delta0.1240Gamma14.68Leverage Ratio-0.1636Theta-0.0015Rho-7.97Eff Leverage0.0098Vega