0.40Open0.45Pre Close1 Volume670 Open Interest29.00Strike Price40.00Turnover13.06%IV1.80%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.4812Delta0.4906Gamma96.27Leverage Ratio-0.0116Theta0.0063Rho46.32Eff Leverage0.0248Vega