6.40Open5.60Pre Close59 Volume1.44K Open Interest240.00Strike Price39.57KTurnover46.20%IV6.25%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry6.74Extrinsic Value100Contract SizeAmericanOptions Type-0.3441Delta0.0132Gamma36.32Leverage Ratio-0.2286Theta-0.0490Rho-12.50Eff Leverage0.2229Vega