0.40Open1.26Pre Close1 Volume31 Open Interest14.00Strike Price40.00Turnover45.20%IV2.82%PremiumNov 15, 2024Expiry Date0.01Intrinsic Value100Multiplier9DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type0.5163Delta0.4000Gamma35.01Leverage Ratio-0.0234Theta0.0017Rho18.08Eff Leverage0.0088Vega