0.26Open0.23Pre Close1.34K Volume2.65K Open Interest13.00Strike Price39.24KTurnover30.96%IV0.39%PremiumOct 18, 2024Expiry Date0.19Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.8694Delta1.2863Gamma64.05Leverage Ratio-0.0260Theta-0.0002Rho-55.69Eff Leverage0.0011Vega