0.10Open0.15Pre Close4 Volume861 Open Interest6.00Strike Price40.00Turnover178.46%IV59.69%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.2183Delta0.1723Gamma21.83Leverage Ratio-0.0110Theta0.0004Rho4.77Eff Leverage0.0028Vega