0.05Open0.08Pre Close10 Volume591 Open Interest42.50Strike Price40.00Turnover56.30%IV15.01%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0298Delta0.0254Gamma1232.67Leverage Ratio-0.0134Theta0.0002Rho36.77Eff Leverage0.0032Vega