0.45Open0.40Pre Close876 Volume770 Open Interest6.50Strike Price39.13KTurnover225.58%IV4.56%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.4367Delta0.6018Gamma31.80Leverage Ratio-0.1743Theta0.0001Rho13.89Eff Leverage0.0011Vega