0.39Open0.65Pre Close1 Volume1.30K Open Interest35.00Strike Price39.00Turnover22.19%IV0.20%PremiumNov 15, 2024Expiry Date0.32Intrinsic Value100Multiplier8DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.6043Delta0.3284Gamma56.51Leverage Ratio-0.0309Theta0.0047Rho34.15Eff Leverage0.0204Vega