0.20Open0.05Pre Close3 Volume305 Open Interest535.00Strike Price40.00Turnover74.56%IV6.08%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0738Delta0.0069Gamma770.02Leverage Ratio-0.6550Theta0.0011Rho56.79Eff Leverage0.0379Vega