0.15Open0.22Pre Close3 Volume719 Open Interest55.00Strike Price39.00Turnover51.07%IV23.39%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.0630Delta0.0215Gamma297.80Leverage Ratio-0.0154Theta0.0017Rho18.78Eff Leverage0.0139Vega