0.04Open0.12Pre Close10 Volume164 Open Interest79.00Strike Price40.00Turnover49.10%IV9.98%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0297Delta0.0191Gamma1796.75Leverage Ratio-0.0263Theta0.0002Rho53.40Eff Leverage0.0049Vega