0.51Open0.40Pre Close779 Volume1.48K Open Interest45.00Strike Price39.81KTurnover18.72%IV2.53%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.41Extrinsic Value100Contract SizeAmericanOptions Type0.3718Delta0.1994Gamma93.24Leverage Ratio-0.0210Theta0.0084Rho34.66Eff Leverage0.0383Vega