2.97Open3.08Pre Close177 Volume367 Open Interest362.50Strike Price39.49KTurnover25.37%IV1.70%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry2.05Extrinsic Value100Contract SizeAmericanOptions Type0.3451Delta0.0397Gamma169.48Leverage Ratio-0.4932Theta0.0127Rho58.49Eff Leverage0.1349Vega