0.58Open0.76Pre Close1.66K Volume3.18K Open Interest11.50Strike Price39.75KTurnover117.14%IV0.34%PremiumSep 20, 2024Expiry Date0.26Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.7566Delta1.1471Gamma39.86Leverage Ratio-0.2995Theta0.0000Rho30.16Eff Leverage0.0007Vega