0.20Open0.19Pre Close2 Volume27 Open Interest16.00Strike Price40.00Turnover7.56%IV0.37%PremiumOct 18, 2024Expiry Date0.14Intrinsic Value100Multiplier13DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.7678Delta1.3079Gamma80.70Leverage Ratio-0.0043Theta0.0045Rho61.96Eff Leverage0.0094Vega