0.12Open0.18Pre Close5 Volume308 Open Interest101.00Strike Price39.00Turnover56.98%IV12.67%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0213Delta0.0099Gamma2242.00Leverage Ratio-0.0275Theta0.0002Rho47.81Eff Leverage0.0046Vega