0.20Open0.41Pre Close818 Volume3.37K Open Interest12.00Strike Price39.49KTurnover149.23%IV2.03%PremiumOct 11, 2024Expiry Date0.29Intrinsic Value100Multiplier1DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.6487Delta0.4371Gamma24.58Leverage Ratio-0.2069Theta0.0002Rho15.94Eff Leverage0.0021Vega