0.05Open0.03Pre Close8 Volume37 Open Interest92.00Strike Price40.00Turnover0.40%IV0.39%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.5875Delta4.0375Gamma1833.80Leverage Ratio-0.0081Theta0.0368Rho1077.27Eff Leverage0.0938Vega