0.04Open0.13Pre Close10 Volume13 Open Interest96.00Strike Price40.00Turnover10.39%IV1.64%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0842Delta0.1481Gamma2362.25Leverage Ratio-0.0189Theta0.0009Rho198.86Eff Leverage0.0155Vega