0.40Open0.50Pre Close1 Volume1 Open Interest28.00Strike Price40.00Turnover14.65%IV0.14%PremiumSep 20, 2024Expiry Date0.36Intrinsic Value100Multiplier6DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.7412Delta0.6425Gamma65.04Leverage Ratio-0.0118Theta-0.0027Rho-48.20Eff Leverage0.0116Vega