0.01Open0.07Pre Close14 Volume688 Open Interest95.00Strike Price39.00Turnover68.65%IV4.79%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0258Delta0.0291Gamma4534.00Leverage Ratio-0.1441Theta0.0000Rho116.93Eff Leverage0.0018Vega