0.01Open0.01Pre Close39 Volume857 Open Interest11.00Strike Price39.00Turnover59.07%IV4.10%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0697Delta0.4160Gamma1146.00Leverage Ratio-0.0252Theta0.0000Rho-79.82Eff Leverage0.0007Vega