0.04Open0.07Pre Close18 Volume233 Open Interest162.50Strike Price40.00Turnover57.15%IV9.77%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0092Delta0.0031Gamma7202.80Leverage Ratio-0.0239Theta-0.0001Rho-66.49Eff Leverage0.0035Vega