0.08Open0.11Pre Close5 Volume207 Open Interest55.00Strike Price40.00Turnover30.49%IV4.02%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.0663Delta0.0839Gamma1271.56Leverage Ratio-0.0298Theta-0.0003Rho-84.25Eff Leverage0.0065Vega