2.84Open2.70Pre Close132 Volume764 Open Interest250.00Strike Price39.53KTurnover44.70%IV11.29%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry2.35Extrinsic Value100Contract SizeAmericanOptions Type0.2064Delta0.0116Gamma83.21Leverage Ratio-0.1683Theta0.0261Rho17.18Eff Leverage0.1574Vega