32.15Open26.82Pre Close14 Volume12 Open Interest365.00Strike Price43.93KTurnover39.25%IV0.90%PremiumOct 11, 2024Expiry Date27.54Intrinsic Value100Multiplier4DDays to Expiry3.53Extrinsic Value100Contract SizeAmericanOptions Type0.9656Delta0.0048Gamma14.04Leverage Ratio-0.1777Theta0.0378Rho13.56Eff Leverage0.0310Vega