0.05Open0.03Pre Close8 Volume59 Open Interest37.00Strike Price40.00Turnover66.17%IV10.03%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0456Delta0.0369Gamma821.40Leverage Ratio-0.0314Theta-0.0002Rho-37.48Eff Leverage0.0038Vega