3.55Open2.12Pre Close106 Volume521 Open Interest34.00Strike Price40.17KTurnover66.58%IV1.08%PremiumJan 17, 2025Expiry Date3.36Intrinsic Value100Multiplier11DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type-0.7994Delta0.0805Gamma8.28Leverage Ratio-0.0426Theta-0.0069Rho-6.62Eff Leverage0.0149Vega