0.05Open0.15Pre Close8 Volume78 Open Interest22.50Strike Price40.00Turnover84.92%IV18.93%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0601Delta0.0593Gamma379.20Leverage Ratio-0.0195Theta0.0002Rho22.78Eff Leverage0.0028Vega