0.40Open3.60Pre Close1 Volume9 Open Interest1692.50Strike Price40.00Turnover71.07%IV4.17%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.0988Delta0.0034Gamma698.99Leverage Ratio-6.1939Theta0.0030Rho69.05Eff Leverage0.1235Vega