0.40Open0.20Pre Close1 Volume5 Open Interest15.00Strike Price40.00Turnover43.51%IV5.93%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.3450Delta0.2260Gamma38.80Leverage Ratio-0.0135Theta-0.0030Rho-13.39Eff Leverage0.0138Vega