0.10Open0.05Pre Close7 Volume262 Open Interest277.50Strike Price40.00Turnover100.56%IV9.59%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0139Delta0.0034Gamma5065.40Leverage Ratio-0.2750Theta0.0001Rho70.48Eff Leverage0.0037Vega