19.80Open15.57Pre Close20 Volume22 Open Interest77.00Strike Price39.60KTurnover117.54%IV0.47%PremiumNov 22, 2024Expiry Date19.35Intrinsic Value100Multiplier3DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.9865Delta0.0034Gamma4.96Leverage Ratio-0.0498Theta0.0059Rho4.89Eff Leverage0.0029Vega