0.40Open0.50Pre Close1 Volume264 Open Interest6.00Strike Price40.00Turnover90.50%IV3.11%PremiumJul 19, 2024Expiry Date0.22Intrinsic Value100Multiplier4DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type-0.6316Delta0.6809Gamma16.51Leverage Ratio-0.0264Theta-0.0004Rho-10.43Eff Leverage0.0023Vega