0.03Open0.05Pre Close13 Volume83 Open Interest12.50Strike Price39.00Turnover21.25%IV6.64%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier18DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1118Delta0.3369Gamma391.67Leverage Ratio-0.0030Theta0.0007Rho43.81Eff Leverage0.0051Vega