0.05Open0.15Pre Close8 Volume838 Open Interest85.00Strike Price40.00Turnover64.02%IV16.51%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0156Delta0.0045Gamma2035.00Leverage Ratio-0.0225Theta-0.0003Rho-31.82Eff Leverage0.0053Vega