0.39Open1.45Pre Close1 Volume582 Open Interest100.00Strike Price39.00Turnover35.31%IV8.20%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type0.1188Delta0.0348Gamma285.48Leverage Ratio-0.0516Theta0.0033Rho33.93Eff Leverage0.0322Vega