0.05Open0.05Pre Close4 Volume18 Open Interest11.00Strike Price40.00Turnover27.12%IV9.14%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1396Delta0.3061Gamma202.50Leverage Ratio-0.0033Theta0.0010Rho28.27Eff Leverage0.0059Vega