0.40Open0.65Pre Close1 Volume241 Open Interest9.00Strike Price40.00Turnover34.59%IV1.26%PremiumSep 20, 2024Expiry Date0.29Intrinsic Value100Multiplier7DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.7355Delta0.7767Gamma24.89Leverage Ratio-0.0089Theta-0.0011Rho-18.30Eff Leverage0.0040Vega