0.50Open0.15Pre Close822 Volume2.46K Open Interest8.50Strike Price39.24KTurnover132.65%IV0.50%PremiumJul 26, 2024Expiry Date0.50Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.7637Delta0.4749Gamma14.41Leverage Ratio-0.0742Theta-0.0002Rho-11.01Eff Leverage0.0015Vega