46.44Open63.25Pre Close8 Volume2 Open Interest5205.00Strike Price39.28KTurnover19.38%IV0.70%PremiumDec 6, 2024Expiry Date19.28Intrinsic Value100Multiplier4DDays to Expiry36.72Extrinsic Value100Contract SizeAmericanOptions Type0.5863Delta0.0037Gamma98.02Leverage Ratio-5.9748Theta0.3201Rho57.47Eff Leverage2.0986Vega