0.08Open0.07Pre Close2.69K Volume5.47K Open Interest11.00Strike Price39.93KTurnover101.54%IV8.98%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.2636Delta0.3104Gamma64.06Leverage Ratio-0.0480Theta0.0003Rho16.89Eff Leverage0.0034Vega