11.65Open12.51Pre Close35 Volume43 Open Interest130.00Strike Price39.12KTurnover100.62%IV1.17%PremiumSep 6, 2024Expiry Date11.05Intrinsic Value100Multiplier4DDays to Expiry1.65Extrinsic Value100Contract SizeAmericanOptions Type0.7959Delta0.0189Gamma10.91Leverage Ratio-0.5486Theta0.0110Rho8.68Eff Leverage0.0421Vega