30.55Open23.39Pre Close12 Volume290 Open Interest340.00Strike Price39.55KTurnover34.82%IV0.17%PremiumSep 20, 2024Expiry Date33.97Intrinsic Value100Multiplier8DDays to Expiry0.64Extrinsic Value100Contract SizeAmericanOptions Type0.9709Delta0.0034Gamma10.82Leverage Ratio-0.1173Theta0.0720Rho10.51Eff Leverage0.0368Vega