0.20Open0.20Pre Close2 Volume32 Open Interest4.00Strike Price39.00Turnover31.55%IV1.04%PremiumOct 18, 2024Expiry Date0.15Intrinsic Value100Multiplier20DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.6753Delta1.2908Gamma19.25Leverage Ratio-0.0023Theta-0.0012Rho-13.00Eff Leverage0.0032Vega