0.05Open0.03Pre Close8 Volume1.12K Open Interest2.00Strike Price40.00Turnover2054.64%IV2.01%PremiumOct 18, 2024Expiry Date0.01Intrinsic Value100Multiplier-1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.5242Delta3.5503Gamma39.80Leverage Ratio-8.3483Theta0.0000Rho-20.87Eff Leverage0.0000Vega