5.70Open5.57Pre Close68 Volume17 Open Interest11.50Strike Price39.69KTurnover500.85%IV-0.06%PremiumDec 27, 2024Expiry Date5.85Intrinsic Value100Multiplier1DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9709Delta0.0165Gamma2.94Leverage Ratio-0.1627Theta0.0002Rho2.85Eff Leverage0.0005Vega