0.03Open0.03Pre Close3.52K Volume1.55K Open Interest14.00Strike Price39.45KTurnover104.78%IV9.72%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.1788Delta0.2314Gamma122.48Leverage Ratio-0.0571Theta0.0002Rho21.90Eff Leverage0.0028Vega