0.30Open0.30Pre Close400 Volume577 Open Interest72.00Strike Price39.35KTurnover29.59%IV0.40%PremiumNov 29, 2024Expiry Date1.02Intrinsic Value100Multiplier2DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.7370Delta0.1942Gamma55.74Leverage Ratio-0.1403Theta0.0032Rho41.08Eff Leverage0.0185Vega