0.77Open0.93Pre Close566 Volume693 Open Interest39.00Strike Price39.68KTurnover31.33%IV1.44%PremiumSep 20, 2024Expiry Date0.19Intrinsic Value100Multiplier6DDays to Expiry0.56Extrinsic Value100Contract SizeAmericanOptions Type-0.5319Delta0.2487Gamma53.53Leverage Ratio-0.0497Theta-0.0033Rho-28.47Eff Leverage0.0204Vega