0.04Open0.04Pre Close10 Volume467 Open Interest46.50Strike Price40.00Turnover74.81%IV8.53%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.1165Delta0.0502Gamma220.83Leverage Ratio-0.0954Theta-0.0006Rho-25.73Eff Leverage0.0102Vega