0.77Open0.50Pre Close541 Volume93 Open Interest57.50Strike Price39.29KTurnover48.41%IV8.05%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type0.2301Delta0.0679Gamma93.60Leverage Ratio-0.0650Theta0.0035Rho21.54Eff Leverage0.0281Vega