0.40Open0.55Pre Close1 Volume499 Open Interest25.00Strike Price40.00Turnover22.06%IV0.32%PremiumJul 19, 2024Expiry Date0.32Intrinsic Value100Multiplier15DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.5890Delta0.3540Gamma41.13Leverage Ratio-0.0124Theta-0.0052Rho-24.23Eff Leverage0.0197Vega