0.04Open0.05Pre Close8 Volume169 Open Interest0.50Strike Price39.00Turnover580.62%IV36.14%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.4337Delta1.9285Gamma8.09Leverage Ratio-0.0160Theta0.0000Rho3.51Eff Leverage0.0001Vega