0.01Open0.03Pre Close39 Volume501 Open Interest74.00Strike Price39.00Turnover120.34%IV17.36%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0076Delta0.0051Gamma6306.00Leverage Ratio-0.0100Theta0.0000Rho47.72Eff Leverage0.0007Vega