0.42Open0.48Pre Close1.22K Volume4.15K Open Interest25.50Strike Price40.75KTurnover26.39%IV0.74%PremiumDec 6, 2024Expiry Date0.06Intrinsic Value100Multiplier2DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.5537Delta0.7332Gamma98.31Leverage Ratio-0.0536Theta0.0009Rho54.44Eff Leverage0.0081Vega