0.04Open0.04Pre Close3.55K Volume3.42K Open Interest21.50Strike Price39.99KTurnover62.20%IV4.85%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.1823Delta0.2337Gamma195.39Leverage Ratio-0.0627Theta-0.0003Rho-35.62Eff Leverage0.0048Vega