0.15Open0.15Pre Close3 Volume165 Open Interest58.00Strike Price39.00Turnover31.29%IV4.18%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.1168Delta0.1106Gamma557.90Leverage Ratio-0.0447Theta0.0007Rho65.15Eff Leverage0.0111Vega