0.20Open0.18Pre Close2 Volume446 Open Interest28.00Strike Price40.00Turnover36.19%IV13.62%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.1152Delta0.0840Gamma248.20Leverage Ratio-0.0096Theta0.0018Rho28.59Eff Leverage0.0124Vega