99.04Open98.11Pre Close4 Volume1.02K Open Interest455.00Strike Price39.68KTurnover1290.22%IV-0.01%PremiumAug 16, 2024Expiry Date99.31Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9888Delta0.0006Gamma5.57Leverage Ratio-38.0742Theta0.0002Rho5.51Eff Leverage0.0011Vega