0.05Open0.25Pre Close8 Volume45 Open Interest18.00Strike Price40.00Turnover19.50%IV1.35%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.2739Delta1.1116Gamma356.20Leverage Ratio-0.0200Theta0.0004Rho97.56Eff Leverage0.0051Vega