2.83Open6.60Pre Close170 Volume4 Open Interest112.00Strike Price39.64KTurnover39.61%IV0.36%PremiumDec 6, 2024Expiry Date2.05Intrinsic Value100Multiplier2DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.7351Delta0.1050Gamma43.54Leverage Ratio-0.2839Theta-0.0038Rho-32.01Eff Leverage0.0259Vega