0.66Open1.50Pre Close569 Volume630 Open Interest6.50Strike Price39.27KTurnover287.13%IV6.77%PremiumNov 29, 2024Expiry Date0.15Intrinsic Value100Multiplier2DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.5852Delta0.2574Gamma9.85Leverage Ratio-0.1471Theta0.0002Rho5.76Eff Leverage0.0021Vega