0.10Open0.10Pre Close7 Volume59 Open Interest340.00Strike Price40.00Turnover85.20%IV8.63%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0127Delta0.0029Gamma6260.80Leverage Ratio-0.2505Theta0.0001Rho79.44Eff Leverage0.0044Vega