0.05Open0.05Pre Close6 Volume49 Open Interest200.00Strike Price39.00Turnover23.13%IV8.82%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0219Delta0.0070Gamma3064.00Leverage Ratio-0.0164Theta0.0012Rho67.06Eff Leverage0.0169Vega