0.79Open1.29Pre Close524 Volume4.51K Open Interest5.50Strike Price40.79KTurnover90.62%IV0.48%PremiumOct 11, 2024Expiry Date0.74Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.9575Delta0.1932Gamma8.32Leverage Ratio-0.0072Theta0.0004Rho7.97Eff Leverage0.0005Vega