0.03Open0.20Pre Close12.06K Volume39.09K Open Interest6.50Strike Price39.43KTurnover95.41%IV9.89%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.1039Delta0.2660Gamma205.15Leverage Ratio-0.0166Theta-0.0001Rho-21.32Eff Leverage0.0013Vega