0.10Open0.05Pre Close4 Volume419 Open Interest245.00Strike Price40.00Turnover173.65%IV39.59%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0120Delta0.0012Gamma1755.90Leverage Ratio-0.0916Theta0.0001Rho21.13Eff Leverage0.0045Vega