0.10Open0.17Pre Close4 Volume105 Open Interest31.00Strike Price40.00Turnover21.26%IV3.89%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier18DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.2006Delta0.1841Gamma183.71Leverage Ratio-0.0111Theta-0.0029Rho-36.86Eff Leverage0.0201Vega