0.10Open0.11Pre Close4 Volume586 Open Interest32.00Strike Price40.00Turnover59.97%IV25.20%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0671Delta0.0363Gamma256.40Leverage Ratio-0.0117Theta0.0009Rho17.21Eff Leverage0.0078Vega