0.51Open0.45Pre Close672 Volume375 Open Interest29.50Strike Price41.86KTurnover40.34%IV0.84%PremiumDec 27, 2024Expiry Date0.40Intrinsic Value100Multiplier1DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.6971Delta0.4294Gamma52.92Leverage Ratio-0.1004Theta0.0009Rho36.89Eff Leverage0.0070Vega