0.30Open0.10Pre Close2 Volume61 Open Interest55.00Strike Price39.00Turnover35.31%IV9.18%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.0719Delta0.0476Gamma560.67Leverage Ratio-0.0203Theta0.0009Rho40.32Eff Leverage0.0112Vega