5.70Open4.90Pre Close70 Volume342 Open Interest55.00Strike Price39.21KTurnover52.85%IV2.54%PremiumDec 20, 2024Expiry Date4.10Intrinsic Value100Multiplier24DDays to Expiry1.50Extrinsic Value100Contract SizeAmericanOptions Type0.7328Delta0.0412Gamma10.46Leverage Ratio-0.0600Theta0.0246Rho7.66Eff Leverage0.0496Vega