0.16Open0.20Pre Close2.00K Volume3.95K Open Interest65.00Strike Price39.50KTurnover33.56%IV11.16%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type-0.0659Delta0.0218Gamma416.97Leverage Ratio-0.0172Theta-0.0026Rho-27.48Eff Leverage0.0224Vega