4.80Open4.84Pre Close134 Volume418 Open Interest262.50Strike Price39.86KTurnover21.77%IV0.75%PremiumAug 2, 2024Expiry Date0.90Intrinsic Value100Multiplier4DDays to Expiry1.96Extrinsic Value100Contract SizeAmericanOptions Type-0.5440Delta0.0641Gamma90.83Leverage Ratio-0.2821Theta-0.0152Rho-49.42Eff Leverage0.1132Vega