5.60Open5.20Pre Close72 Volume71 Open Interest175.00Strike Price40.58KTurnover499.55%IV0.39%PremiumJul 5, 2024Expiry Date5.33Intrinsic Value100Multiplier0DDays to Expiry0.67Extrinsic Value100Contract SizeAmericanOptions Type-0.9252Delta0.0391Gamma31.13Leverage Ratio-37.2905Theta0.0000Rho-28.80Eff Leverage0.0010Vega