0.19Open0.17Pre Close2 Volume1.53K Open Interest1.00Strike Price39.00Turnover119.76%IV14.29%PremiumJan 17, 2025Expiry Date0.05Intrinsic Value100Multiplier23DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.6261Delta1.2045Gamma7.00Leverage Ratio-0.0027Theta0.0003Rho4.38Eff Leverage0.0010Vega