0.20Open0.25Pre Close2 Volume406 Open Interest0.50Strike Price40.00Turnover180.03%IV22.08%PremiumAug 16, 2024Expiry Date0.11Intrinsic Value100Multiplier24DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.6242Delta2.1130Gamma2.57Leverage Ratio-0.0013Theta-0.0002Rho-1.60Eff Leverage0.0004Vega