0.01Open0.01Pre Close40 Volume642 Open Interest15.00Strike Price40.00Turnover87.67%IV18.42%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0150Delta0.0208Gamma1837.50Leverage Ratio-0.0060Theta0.0000Rho-27.58Eff Leverage0.0008Vega