11.30Open10.98Pre Close35 Volume118 Open Interest470.00Strike Price39.64KTurnover19.99%IV2.00%PremiumJan 17, 2025Expiry Date1.35Intrinsic Value100Multiplier20DDays to Expiry9.45Extrinsic Value100Contract SizeAmericanOptions Type0.5540Delta0.0179Gamma46.90Leverage Ratio-0.2512Theta0.1371Rho25.98Eff Leverage0.4354Vega