0.04Open0.04Pre Close10 Volume281 Open Interest15.00Strike Price40.00Turnover46.86%IV19.75%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0672Delta0.0919Gamma314.00Leverage Ratio-0.0044Theta0.0005Rho21.10Eff Leverage0.0039Vega