0.51Open0.47Pre Close540 Volume3.37K Open Interest28.50Strike Price40.06KTurnover93.98%IV5.55%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.3720Delta0.1555Gamma46.34Leverage Ratio-0.1554Theta0.0009Rho17.24Eff Leverage0.0098Vega