0.04Open0.06Pre Close10 Volume14 Open Interest247.50Strike Price40.00Turnover40.66%IV9.75%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0088Delta0.0021Gamma7833.71Leverage Ratio-0.0251Theta-0.0002Rho-69.25Eff Leverage0.0069Vega