0.50Open0.35Pre Close706 Volume4.46K Open Interest8.00Strike Price39.10KTurnover75.08%IV0.93%PremiumDec 20, 2024Expiry Date0.46Intrinsic Value100Multiplier2DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.8256Delta0.5615Gamma15.08Leverage Ratio-0.0234Theta-0.0004Rho-12.45Eff Leverage0.0016Vega