12.00Open2.39Pre Close59 Volume21 Open Interest832.50Strike Price39.77KTurnover88.52%IV1.20%PremiumAug 2, 2024Expiry Date2.17Intrinsic Value100Multiplier0DDays to Expiry9.95Extrinsic Value100Contract SizeAmericanOptions Type-0.5192Delta0.0127Gamma61.17Leverage Ratio-9.6111Theta-0.0077Rho-31.76Eff Leverage0.1409Vega