0.40Open0.43Pre Close1 Volume100 Open Interest2.50Strike Price40.00Turnover153.27%IV14.63%PremiumOct 18, 2024Expiry Date0.04Intrinsic Value100Multiplier20DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type-0.4426Delta0.4413Gamma6.56Leverage Ratio-0.0085Theta-0.0007Rho-2.90Eff Leverage0.0023Vega