44.43Open45.55Pre Close9 Volume21 Open Interest455.00Strike Price39.38KTurnover61.85%IV0.74%PremiumAug 2, 2024Expiry Date37.72Intrinsic Value100Multiplier4DDays to Expiry3.65Extrinsic Value100Contract SizeAmericanOptions Type0.8953Delta0.0056Gamma12.43Leverage Ratio-0.7440Theta0.0452Rho11.13Eff Leverage0.0948Vega