0.04Open0.04Pre Close10 Volume281 Open Interest15.00Strike Price40.00Turnover48.77%IV19.75%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0672Delta0.0918Gamma314.00Leverage Ratio-0.0047Theta0.0004Rho21.09Eff Leverage0.0038Vega