0.30Open0.30Pre Close400 Volume577 Open Interest72.00Strike Price39.35KTurnover38.19%IV0.40%PremiumNov 29, 2024Expiry Date1.02Intrinsic Value100Multiplier2DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.6888Delta0.1612Gamma49.17Leverage Ratio-0.1956Theta0.0030Rho33.87Eff Leverage0.0203Vega