6.30Open9.60Pre Close106 Volume1.19K Open Interest65.00Strike Price39.42KTurnover32.97%IV2.25%PremiumDec 20, 2024Expiry Date1.70Intrinsic Value100Multiplier22DDays to Expiry1.50Extrinsic Value100Contract SizeAmericanOptions Type0.6519Delta0.0681Gamma20.84Leverage Ratio-0.0504Theta0.0245Rho13.59Eff Leverage0.0609Vega