0.16Open0.10Pre Close4 Volume5 Open Interest146.00Strike Price39.00Turnover26.05%IV3.02%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.0478Delta0.0361Gamma2735.82Leverage Ratio-0.0511Theta-0.0003Rho-130.66Eff Leverage0.0105Vega