0.25Open0.15Pre Close546 Volume2.36K Open Interest93.00Strike Price39.87KTurnover35.37%IV0.35%PremiumDec 6, 2024Expiry Date0.77Intrinsic Value100Multiplier2DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type-0.6215Delta0.1638Gamma68.07Leverage Ratio-0.2699Theta-0.0027Rho-42.30Eff Leverage0.0250Vega