6.53Open6.75Pre Close60 Volume87 Open Interest1.00Strike Price40.38KTurnover2614.57%IV1.15%PremiumJul 19, 2024Expiry Date6.84Intrinsic Value100Multiplier2DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.9788Delta0.0033Gamma1.10Leverage Ratio-0.2020Theta0.0000Rho1.07Eff Leverage0.0003Vega