0.11Open0.44Pre Close9.30K Volume16.91K Open Interest240.00Strike Price39.48KTurnover143.93%IV0.78%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0269Delta0.0637Gamma24187.00Leverage Ratio-9.8359Theta0.0000Rho-649.91Eff Leverage0.0004Vega