0.13Open0.10Pre Close3 Volume60 Open Interest47.50Strike Price39.00Turnover38.18%IV7.91%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.1066Delta0.0734Gamma353.12Leverage Ratio-0.0285Theta0.0010Rho37.64Eff Leverage0.0120Vega