2.08Open2.47Pre Close337 Volume237 Open Interest77.50Strike Price39.70KTurnover46.48%IV2.98%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry1.28Extrinsic Value100Contract SizeAmericanOptions Type-0.3901Delta0.0856Gamma61.62Leverage Ratio-0.1592Theta-0.0045Rho-24.04Eff Leverage0.0371Vega