0.64Open0.46Pre Close892 Volume768 Open Interest43.50Strike Price39.90KTurnover9.28%IV-0.11%PremiumOct 11, 2024Expiry Date0.51Intrinsic Value100Multiplier3DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9321Delta0.3699Gamma82.26Leverage Ratio-0.0123Theta0.0031Rho76.67Eff Leverage0.0050Vega