0.23Open0.05Pre Close2 Volume218 Open Interest59.00Strike Price39.00Turnover50.63%IV6.24%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.0471Delta0.0473Gamma1392.13Leverage Ratio-0.0357Theta0.0001Rho65.56Eff Leverage0.0040Vega