0.03Open0.05Pre Close11 Volume201 Open Interest21.50Strike Price40.00Turnover36.98%IV5.88%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0633Delta0.1388Gamma912.00Leverage Ratio-0.0122Theta-0.0002Rho-57.73Eff Leverage0.0030Vega