0.02Open0.05Pre Close20 Volume13 Open Interest46.00Strike Price40.00Turnover100.34%IV18.49%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0110Delta0.0056Gamma2820.50Leverage Ratio-0.0165Theta0.0000Rho-31.12Eff Leverage0.0015Vega