0.19Open0.20Pre Close3 Volume331 Open Interest120.00Strike Price39.00Turnover62.81%IV8.82%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0459Delta0.0179Gamma1103.70Leverage Ratio-0.0857Theta0.0003Rho50.68Eff Leverage0.0082Vega