40.00Open58.11Pre Close9 Volume7 Open Interest5040.00Strike Price40.50KTurnover19.97%IV0.51%PremiumDec 27, 2024Expiry Date23.12Intrinsic Value100Multiplier3DDays to Expiry25.88Extrinsic Value100Contract SizeAmericanOptions Type0.6059Delta0.0040Gamma96.26Leverage Ratio-6.3548Theta0.2793Rho58.32Eff Leverage1.8750Vega