6.00Open3.50Pre Close61 Volume75 Open Interest20.00Strike Price39.77KTurnover136.00%IV4.12%PremiumDec 20, 2024Expiry Date5.50Intrinsic Value100Multiplier22DDays to Expiry1.05Extrinsic Value100Contract SizeAmericanOptions Type0.8170Delta0.0312Gamma3.89Leverage Ratio-0.0535Theta0.0086Rho3.18Eff Leverage0.0165Vega