0.40Open0.69Pre Close1 Volume2.27K Open Interest240.00Strike Price40.00Turnover18.26%IV5.10%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier17DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.1235Delta0.0223Gamma381.23Leverage Ratio-0.0565Theta0.0133Rho47.09Eff Leverage0.1022Vega