0.05Open0.35Pre Close8 Volume386 Open Interest17.50Strike Price40.00Turnover105.32%IV33.12%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0226Delta0.0097Gamma521.80Leverage Ratio-0.0095Theta-0.0002Rho-11.77Eff Leverage0.0028Vega