21.30Open20.60Pre Close15 Volume209 Open Interest940.00Strike Price40.12KTurnover62.48%IV0.69%PremiumOct 11, 2024Expiry Date21.25Intrinsic Value100Multiplier1DDays to Expiry6.65Extrinsic Value100Contract SizeAmericanOptions Type0.7232Delta0.0099Gamma36.76Leverage Ratio-5.6611Theta0.0212Rho26.58Eff Leverage0.1807Vega