2.55Open2.55Pre Close116 Volume2.20K Open Interest62.50Strike Price39.55KTurnover39.69%IV0.08%PremiumDec 20, 2024Expiry Date3.55Intrinsic Value100Multiplier15DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.7678Delta0.0663Gamma14.38Leverage Ratio-0.0434Theta-0.0160Rho-11.04Eff Leverage0.0362Vega