8.11Open6.67Pre Close48 Volume1.18K Open Interest110.00Strike Price39.50KTurnover39.42%IV1.37%PremiumOct 18, 2024Expiry Date6.61Intrinsic Value100Multiplier19DDays to Expiry1.60Extrinsic Value100Contract SizeAmericanOptions Type0.7646Delta0.0293Gamma13.88Leverage Ratio-0.0962Theta0.0421Rho10.61Eff Leverage0.0819Vega