4.15Open5.03Pre Close106 Volume4.45K Open Interest170.00Strike Price39.00KTurnover40.73%IV0.69%PremiumSep 27, 2024Expiry Date3.05Intrinsic Value100Multiplier3DDays to Expiry1.15Extrinsic Value100Contract SizeAmericanOptions Type-0.6789Delta0.0585Gamma39.28Leverage Ratio-0.3811Theta-0.0086Rho-26.67Eff Leverage0.0540Vega