3.40Open2.41Pre Close109 Volume550 Open Interest275.00Strike Price40.48KTurnover12.79%IV0.23%PremiumJul 19, 2024Expiry Date2.90Intrinsic Value100Multiplier3DDays to Expiry0.63Extrinsic Value100Contract SizeAmericanOptions Type0.8156Delta0.0763Gamma80.55Leverage Ratio-0.1669Theta0.0215Rho65.70Eff Leverage0.0725Vega