0.02Open0.17Pre Close14 Volume80 Open Interest40.50Strike Price40.00Turnover43.44%IV7.61%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.0411Delta0.0579Gamma1508.40Leverage Ratio-0.0173Theta0.0001Rho62.04Eff Leverage0.0031Vega