0.64Open0.46Pre Close892 Volume768 Open Interest43.50Strike Price39.90KTurnover8.83%IV-0.11%PremiumOct 11, 2024Expiry Date0.51Intrinsic Value100Multiplier3DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9360Delta0.3598Gamma82.26Leverage Ratio-0.0114Theta0.0033Rho77.00Eff Leverage0.0049Vega