0.20Open0.41Pre Close818 Volume3.37K Open Interest12.00Strike Price39.49KTurnover141.96%IV2.03%PremiumOct 11, 2024Expiry Date0.29Intrinsic Value100Multiplier1DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.6487Delta0.4371Gamma24.58Leverage Ratio-0.1874Theta0.0002Rho15.95Eff Leverage0.0022Vega