0.03Open0.01Pre Close12 Volume2.20K Open Interest2.00Strike Price40.00Turnover361.20%IV21.30%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.2527Delta0.8706Gamma33.80Leverage Ratio-0.0452Theta0.0000Rho8.54Eff Leverage0.0003Vega