0.40Open0.75Pre Close1 Volume19 Open Interest192.50Strike Price40.00Turnover41.46%IV3.02%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.2120Delta0.0394Gamma220.09Leverage Ratio-0.3706Theta-0.0032Rho-46.65Eff Leverage0.0514Vega