0.20Open0.05Pre Close2 Volume2.02K Open Interest22.50Strike Price40.00Turnover7.98%IV0.58%PremiumAug 16, 2024Expiry Date0.07Intrinsic Value100Multiplier13DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.6305Delta1.0967Gamma112.85Leverage Ratio-0.0069Theta0.0051Rho71.15Eff Leverage0.0163Vega