19.80Open15.57Pre Close20 Volume22 Open Interest77.00Strike Price39.60KTurnover115.61%IV0.47%PremiumNov 22, 2024Expiry Date19.35Intrinsic Value100Multiplier3DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.9867Delta0.0034Gamma4.96Leverage Ratio-0.0487Theta0.0061Rho4.89Eff Leverage0.0030Vega