0.02Open0.02Pre Close20 Volume246 Open Interest46.00Strike Price40.00Turnover53.16%IV11.78%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0139Delta0.0118Gamma3474.67Leverage Ratio-0.0096Theta-0.0001Rho-48.26Eff Leverage0.0020Vega