0.40Open0.53Pre Close1 Volume58 Open Interest35.00Strike Price40.00Turnover25.23%IV0.03%PremiumSep 20, 2024Expiry Date0.39Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.6822Delta0.5486Gamma69.22Leverage Ratio-0.0605Theta-0.0012Rho-47.22Eff Leverage0.0092Vega