0.02Open0.05Pre Close20 Volume1.07K Open Interest12.50Strike Price40.00Turnover52.99%IV18.90%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier13DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0479Delta0.0956Gamma526.50Leverage Ratio-0.0040Theta0.0002Rho25.23Eff Leverage0.0020Vega