11.30Open10.98Pre Close35 Volume118 Open Interest470.00Strike Price39.64KTurnover20.41%IV2.00%PremiumJan 17, 2025Expiry Date1.35Intrinsic Value100Multiplier19DDays to Expiry9.45Extrinsic Value100Contract SizeAmericanOptions Type0.5531Delta0.0179Gamma46.90Leverage Ratio-0.2601Theta0.1320Rho25.94Eff Leverage0.4276Vega