0.40Open0.25Pre Close1 Volume131 Open Interest31.00Strike Price40.00Turnover21.56%IV0.05%PremiumOct 25, 2024Expiry Date0.39Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.8488Delta0.6054Gamma78.46Leverage Ratio-0.0340Theta0.0009Rho66.60Eff Leverage0.0042Vega