0.20Open0.15Pre Close2 Volume365 Open Interest2.00Strike Price40.00Turnover46.49%IV3.53%PremiumAug 16, 2024Expiry Date0.13Intrinsic Value100Multiplier24DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.7166Delta1.3251Gamma12.14Leverage Ratio-0.0020Theta0.0009Rho8.70Eff Leverage0.0019Vega