0.07Open0.11Pre Close6 Volume249 Open Interest9.00Strike Price40.00Turnover89.68%IV38.17%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1110Delta0.1231Gamma87.33Leverage Ratio-0.0059Theta0.0004Rho9.69Eff Leverage0.0032Vega