40.54Open37.57Pre Close10 Volume10.72K Open Interest52.50Strike Price40.54KTurnover700.89%IV2.06%PremiumNov 15, 2024Expiry Date38.66Intrinsic Value100Multiplier0DDays to Expiry1.88Extrinsic Value100Contract SizeAmericanOptions Type0.9921Delta0.0010Gamma2.35Leverage Ratio-0.5024Theta0.0006Rho2.34Eff Leverage0.0007Vega