33.50Open33.70Pre Close12 Volume13 Open Interest105.00Strike Price40.20KTurnover143.91%IV-0.25%PremiumAug 2, 2024Expiry Date33.85Intrinsic Value100Multiplier4DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9669Delta0.0033Gamma4.07Leverage Ratio-0.1736Theta0.0122Rho3.94Eff Leverage0.0113Vega