0.66Open0.75Pre Close1.24K Volume6.86K Open Interest56.00Strike Price40.63KTurnover41.47%IV0.10%PremiumSep 27, 2024Expiry Date0.26Intrinsic Value100Multiplier0DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.5706Delta0.9656Gamma173.09Leverage Ratio-0.7375Theta0.0001Rho98.77Eff Leverage0.0039Vega