0.23Open0.55Pre Close408 Volume106 Open Interest26.00Strike Price39.67KTurnover136.43%IV3.45%PremiumNov 29, 2024Expiry Date1.09Intrinsic Value100Multiplier4DDays to Expiry0.86Extrinsic Value100Contract SizeAmericanOptions Type-0.5640Delta0.1107Gamma12.61Leverage Ratio-0.1889Theta-0.0016Rho-7.11Eff Leverage0.0103Vega