0.39Open0.44Pre Close1 Volume552 Open Interest2.50Strike Price39.00Turnover478.97%IV0.47%PremiumSep 20, 2024Expiry Date0.38Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.5917Delta0.4735Gamma3.69Leverage Ratio-0.0739Theta-0.0001Rho-2.18Eff Leverage0.0007Vega