0.10Open0.10Pre Close3 Volume3 Open Interest86.00Strike Price40.00Turnover91.54%IV19.62%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0498Delta0.0137Gamma480.13Leverage Ratio-0.0729Theta0.0004Rho23.92Eff Leverage0.0084Vega