0.02Open0.01Pre Close38 Volume467 Open Interest7.50Strike Price40.00Turnover116.02%IV18.05%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0264Delta0.0636Gamma914.00Leverage Ratio-0.0075Theta0.0000Rho-24.09Eff Leverage0.0005Vega