0.20Open0.17Pre Close2 Volume2.62K Open Interest1.50Strike Price40.00Turnover70.53%IV1.49%PremiumOct 18, 2024Expiry Date0.18Intrinsic Value100Multiplier14DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.8033Delta1.1911Gamma8.38Leverage Ratio-0.0024Theta0.0004Rho6.73Eff Leverage0.0009Vega