30.55Open23.39Pre Close12 Volume290 Open Interest340.00Strike Price39.55KTurnover35.93%IV0.17%PremiumSep 20, 2024Expiry Date33.97Intrinsic Value100Multiplier7DDays to Expiry0.64Extrinsic Value100Contract SizeAmericanOptions Type0.9695Delta0.0035Gamma10.82Leverage Ratio-0.1241Theta0.0690Rho10.49Eff Leverage0.0374Vega