0.05Open0.30Pre Close7 Volume10 Open Interest193.00Strike Price39.00Turnover64.31%IV11.86%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0219Delta0.0056Gamma2301.33Leverage Ratio-0.0636Theta0.0003Rho50.32Eff Leverage0.0076Vega