0.05Open0.03Pre Close8 Volume7.40K Open Interest52.50Strike Price40.00Turnover112.83%IV19.13%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0319Delta0.0173Gamma882.20Leverage Ratio-0.0414Theta0.0001Rho28.15Eff Leverage0.0026Vega