0.40Open0.55Pre Close1 Volume98 Open Interest15.00Strike Price40.00Turnover78.82%IV5.77%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.3348Delta0.3896Gamma72.80Leverage Ratio-0.0776Theta0.0003Rho24.38Eff Leverage0.0043Vega