2.55Open2.55Pre Close116 Volume2.20K Open Interest62.50Strike Price39.55KTurnover39.41%IV1.07%PremiumDec 20, 2024Expiry Date2.97Intrinsic Value100Multiplier15DDays to Expiry0.64Extrinsic Value100Contract SizeAmericanOptions Type-0.7082Delta0.0730Gamma16.09Leverage Ratio-0.0501Theta-0.0156Rho-11.40Eff Leverage0.0415Vega