4.66Open4.80Pre Close72 Volume203 Open Interest485.00Strike Price39.18KTurnover34.56%IV0.21%PremiumJul 26, 2024Expiry Date6.71Intrinsic Value100Multiplier0DDays to Expiry1.05Extrinsic Value100Contract SizeAmericanOptions Type0.7921Delta0.0338Gamma63.24Leverage Ratio-1.4049Theta0.0095Rho50.09Eff Leverage0.0702Vega