0.55Open0.58Pre Close623 Volume318 Open Interest19.00Strike Price39.37KTurnover40.43%IV4.80%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type0.4771Delta0.2141Gamma28.85Leverage Ratio-0.0180Theta0.0050Rho13.76Eff Leverage0.0183Vega