6.40Open9.46Pre Close62 Volume60 Open Interest150.00Strike Price39.96KTurnover72.13%IV5.00%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry6.20Extrinsic Value100Contract SizeAmericanOptions Type-0.4424Delta0.0197Gamma21.02Leverage Ratio-0.3196Theta-0.0230Rho-9.30Eff Leverage0.1099Vega