4.43Open4.01Pre Close72 Volume122 Open Interest252.50Strike Price40.98KTurnover39.44%IV0.45%PremiumDec 6, 2024Expiry Date4.64Intrinsic Value100Multiplier3DDays to Expiry1.16Extrinsic Value100Contract SizeAmericanOptions Type0.7099Delta0.0371Gamma39.26Leverage Ratio-0.5803Theta0.0145Rho27.87Eff Leverage0.0801Vega