33.50Open33.70Pre Close12 Volume13 Open Interest105.00Strike Price40.20KTurnover156.67%IV-0.24%PremiumAug 2, 2024Expiry Date33.83Intrinsic Value100Multiplier4DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9550Delta0.0040Gamma4.07Leverage Ratio-0.2440Theta0.0120Rho3.89Eff Leverage0.0145Vega