5.30Open6.20Pre Close68 Volume94 Open Interest60.00Strike Price39.13KTurnover54.91%IV3.20%PremiumAug 16, 2024Expiry Date3.71Intrinsic Value100Multiplier21DDays to Expiry2.04Extrinsic Value100Contract SizeAmericanOptions Type0.7049Delta0.0405Gamma11.38Leverage Ratio-0.0742Theta0.0233Rho8.02Eff Leverage0.0535Vega