0.15Open0.14Pre Close2.16K Volume1.87K Open Interest13.00Strike Price40.77KTurnover192.93%IV0.16%PremiumJul 5, 2024Expiry Date0.16Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.6517Delta0.9433Gamma51.36Leverage Ratio-0.8090Theta0.0000Rho-33.47Eff Leverage0.0008Vega