0.04Open0.06Pre Close10 Volume14 Open Interest247.50Strike Price40.00Turnover41.53%IV9.66%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0086Delta0.0020Gamma7826.29Leverage Ratio-0.0251Theta-0.0002Rho-67.59Eff Leverage0.0068Vega