0.64Open0.46Pre Close892 Volume768 Open Interest43.50Strike Price39.90KTurnover9.05%IV-0.11%PremiumOct 11, 2024Expiry Date0.51Intrinsic Value100Multiplier3DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9341Delta0.3649Gamma82.26Leverage Ratio-0.0118Theta0.0032Rho76.84Eff Leverage0.0050Vega