0.35Open0.10Pre Close3 Volume1.14K Open Interest41.00Strike Price40.00Turnover54.07%IV7.49%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0566Delta0.0674Gamma954.50Leverage Ratio-0.0312Theta0.0001Rho53.98Eff Leverage0.0035Vega