11.08Open8.14Pre Close36 Volume698 Open Interest17.50Strike Price40.59KTurnover8178.87%IV-0.84%PremiumNov 29, 2024Expiry Date9.92Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9898Delta0.0050Gamma2.86Leverage Ratio-30.5829Theta0.0000Rho2.83Eff Leverage0.0000Vega