0.10Open0.05Pre Close7 Volume262 Open Interest277.50Strike Price40.00Turnover111.46%IV9.21%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0093Delta0.0026Gamma5082.80Leverage Ratio-0.2515Theta0.0000Rho47.44Eff Leverage0.0022Vega