0.64Open0.46Pre Close892 Volume768 Open Interest43.50Strike Price39.90KTurnover9.06%IV-0.11%PremiumOct 11, 2024Expiry Date0.51Intrinsic Value100Multiplier3DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9339Delta0.3652Gamma82.26Leverage Ratio-0.0119Theta0.0032Rho76.83Eff Leverage0.0050Vega