0.45Open0.47Pre Close940 Volume836 Open Interest27.50Strike Price39.48KTurnover122.39%IV8.61%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.63Extrinsic Value100Contract SizeAmericanOptions Type0.3293Delta0.1176Gamma41.44Leverage Ratio-0.1726Theta0.0007Rho13.65Eff Leverage0.0091Vega