0.15Open0.10Pre Close3 Volume582 Open Interest1.50Strike Price39.00Turnover129.71%IV17.39%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.4578Delta0.9270Gamma11.04Leverage Ratio-0.0042Theta0.0003Rho5.05Eff Leverage0.0013Vega