0.10Open0.10Pre Close6 Volume0 Open Interest33.00Strike Price40.00Turnover45.20%IV24.20%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0411Delta0.0281Gamma532.20Leverage Ratio-0.0056Theta0.0007Rho21.85Eff Leverage0.0061Vega