0.23Open0.55Pre Close408 Volume106 Open Interest26.00Strike Price39.67KTurnover129.12%IV2.97%PremiumNov 29, 2024Expiry Date1.22Intrinsic Value100Multiplier4DDays to Expiry0.74Extrinsic Value100Contract SizeAmericanOptions Type-0.6050Delta0.1157Gamma12.09Leverage Ratio-0.1716Theta-0.0017Rho-7.31Eff Leverage0.0099Vega