0.40Open0.40Pre Close1 Volume58 Open Interest12.50Strike Price40.00Turnover13.50%IV0.41%PremiumAug 16, 2024Expiry Date0.35Intrinsic Value100Multiplier23DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.7978Delta0.8736Gamma28.59Leverage Ratio-0.0016Theta-0.0034Rho-22.81Eff Leverage0.0083Vega