0.56Open0.55Pre Close784 Volume3.37K Open Interest10.50Strike Price40.71KTurnover51.41%IV0.41%PremiumSep 27, 2024Expiry Date0.45Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.8282Delta0.4936Gamma21.89Leverage Ratio-0.0227Theta0.0007Rho18.13Eff Leverage0.0026Vega