0.10Open0.15Pre Close4 Volume6 Open Interest36.00Strike Price40.00Turnover35.40%IV11.25%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0768Delta0.0413Gamma323.60Leverage Ratio-0.0111Theta-0.0017Rho-24.84Eff Leverage0.0142Vega