0.10Open0.05Pre Close7 Volume262 Open Interest277.50Strike Price40.00Turnover113.21%IV9.25%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0092Delta0.0025Gamma5081.00Leverage Ratio-0.2529Theta0.0000Rho46.91Eff Leverage0.0021Vega