0.04Open0.05Pre Close10 Volume966 Open Interest2.50Strike Price40.00Turnover695.10%IV259.26%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.1687Delta0.3972Gamma17.68Leverage Ratio-0.0126Theta0.0000Rho2.98Eff Leverage0.0002Vega