0.64Open0.46Pre Close892 Volume768 Open Interest43.50Strike Price39.90KTurnover9.50%IV-0.11%PremiumOct 11, 2024Expiry Date0.51Intrinsic Value100Multiplier2DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9302Delta0.3744Gamma82.26Leverage Ratio-0.0127Theta0.0030Rho76.52Eff Leverage0.0050Vega