2.94Open5.68Pre Close116 Volume196 Open Interest427.50Strike Price39.48KTurnover20.62%IV1.03%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry3.85Extrinsic Value100Contract SizeAmericanOptions Type0.4894Delta0.0437Gamma122.87Leverage Ratio-0.5223Theta0.0221Rho60.13Eff Leverage0.1765Vega