0.20Open0.20Pre Close2 Volume823 Open Interest13.50Strike Price40.00Turnover50.57%IV5.37%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.2386Delta0.3890Gamma122.22Leverage Ratio-0.0272Theta-0.0004Rho-29.16Eff Leverage0.0049Vega