0.40Open0.43Pre Close1 Volume133 Open Interest8.00Strike Price40.00Turnover120.52%IV0.65%PremiumJul 26, 2024Expiry Date0.35Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.6068Delta0.3833Gamma12.64Leverage Ratio-0.0464Theta-0.0006Rho-7.67Eff Leverage0.0032Vega