0.15Open0.21Pre Close3.39K Volume1.30K Open Interest7.00Strike Price39.99KTurnover3102.20%IV0.57%PremiumNov 29, 2024Expiry Date0.06Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.5684Delta1.5065Gamma47.07Leverage Ratio-100.9712Theta0.0000Rho26.75Eff Leverage0.0000Vega