0.50Open1.40Pre Close779 Volume68 Open Interest14.00Strike Price39.98KTurnover132.08%IV5.34%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.4026Delta0.2775Gamma36.05Leverage Ratio-0.1563Theta-0.0003Rho-14.51Eff Leverage0.0041Vega