0.40Open0.25Pre Close752 Volume251 Open Interest26.00Strike Price40.23KTurnover60.96%IV2.26%PremiumNov 22, 2024Expiry Date0.11Intrinsic Value100Multiplier4DDays to Expiry0.59Extrinsic Value100Contract SizeAmericanOptions Type0.5420Delta0.2385Gamma36.01Leverage Ratio-0.0903Theta0.0015Rho19.52Eff Leverage0.0108Vega