46.44Open63.25Pre Close8 Volume2 Open Interest5205.00Strike Price39.28KTurnover19.27%IV0.70%PremiumDec 6, 2024Expiry Date19.28Intrinsic Value100Multiplier4DDays to Expiry36.72Extrinsic Value100Contract SizeAmericanOptions Type0.5865Delta0.0037Gamma98.02Leverage Ratio-5.9083Theta0.3236Rho57.48Eff Leverage2.1097Vega