0.56Open0.55Pre Close786 Volume3.37K Open Interest10.50Strike Price40.81KTurnover51.41%IV0.51%PremiumSep 27, 2024Expiry Date0.44Intrinsic Value100Multiplier3DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.8282Delta0.4936Gamma21.89Leverage Ratio-0.0227Theta0.0007Rho18.13Eff Leverage0.0026Vega