6.05Open6.35Pre Close71 Volume304 Open Interest67.50Strike Price40.95KTurnover87.57%IV8.11%PremiumNov 15, 2024Expiry Date0.30Intrinsic Value100Multiplier22DDays to Expiry5.50Extrinsic Value100Contract SizeAmericanOptions Type0.5563Delta0.0268Gamma11.11Leverage Ratio-0.1345Theta0.0195Rho6.18Eff Leverage0.0666Vega