0.04Open0.15Pre Close10 Volume361 Open Interest2.50Strike Price39.00Turnover1025.16%IV266.67%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1391Delta0.3769Gamma23.00Leverage Ratio-0.0218Theta0.0000Rho3.20Eff Leverage0.0001Vega