0.04Open0.12Pre Close10 Volume13 Open Interest16.00Strike Price40.00Turnover55.92%IV28.84%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0543Delta0.0599Gamma311.25Leverage Ratio-0.0040Theta0.0004Rho16.89Eff Leverage0.0036Vega