0.11Open0.05Pre Close10 Volume3 Open Interest22.50Strike Price39.00Turnover179.28%IV55.03%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0115Delta0.0112Gamma1452.00Leverage Ratio-0.0074Theta0.0000Rho16.65Eff Leverage0.0004Vega