0.25Open0.22Pre Close1.70K Volume2.94K Open Interest31.50Strike Price39.03KTurnover50.88%IV4.13%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.2352Delta0.2302Gamma169.33Leverage Ratio-0.0794Theta0.0005Rho39.83Eff Leverage0.0081Vega