0.30Open0.30Pre Close400 Volume577 Open Interest72.00Strike Price39.35KTurnover29.85%IV0.40%PremiumNov 29, 2024Expiry Date1.02Intrinsic Value100Multiplier2DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.7369Delta0.1941Gamma55.74Leverage Ratio-0.1428Theta0.0031Rho41.07Eff Leverage0.0184Vega