0.04Open0.05Pre Close8 Volume169 Open Interest0.50Strike Price39.00Turnover721.17%IV36.14%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.4336Delta1.9281Gamma8.09Leverage Ratio-0.0262Theta0.0000Rho3.51Eff Leverage0.0001Vega