0.16Open0.20Pre Close2.00K Volume3.95K Open Interest65.00Strike Price39.50KTurnover34.22%IV11.30%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type-0.0644Delta0.0209Gamma417.66Leverage Ratio-0.0172Theta-0.0025Rho-26.88Eff Leverage0.0222Vega