0.40Open2.72Pre Close1 Volume51 Open Interest475.00Strike Price40.00Turnover25.49%IV3.21%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.0783Delta0.0130Gamma1225.80Leverage Ratio-0.2449Theta-0.0029Rho-95.92Eff Leverage0.0643Vega