0.08Open0.05Pre Close5 Volume315 Open Interest28.00Strike Price40.00Turnover46.54%IV8.38%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.1085Delta0.1185Gamma323.88Leverage Ratio-0.0232Theta0.0005Rho35.14Eff Leverage0.0063Vega