0.38Open0.80Pre Close803 Volume340 Open Interest25.50Strike Price39.59KTurnover84.03%IV2.22%PremiumOct 18, 2024Expiry Date0.13Intrinsic Value100Multiplier2DDays to Expiry0.57Extrinsic Value100Contract SizeAmericanOptions Type0.5554Delta0.2387Gamma36.61Leverage Ratio-0.1771Theta0.0008Rho20.33Eff Leverage0.0078Vega