0.40Open0.40Pre Close1 Volume0 Open Interest22.50Strike Price40.00Turnover79.24%IV9.52%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.2837Delta0.1411Gamma52.28Leverage Ratio-0.0548Theta0.0012Rho14.83Eff Leverage0.0103Vega