0.24Open0.13Pre Close845 Volume738 Open Interest11.50Strike Price39.53KTurnover104.95%IV2.08%PremiumNov 29, 2024Expiry Date0.52Intrinsic Value100Multiplier3DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.6924Delta0.2974Gamma15.61Leverage Ratio-0.0703Theta0.0007Rho10.81Eff Leverage0.0040Vega