0.20Open0.15Pre Close2 Volume538 Open Interest2.00Strike Price40.00Turnover50.38%IV4.26%PremiumDec 20, 2024Expiry Date0.12Intrinsic Value100Multiplier11DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.7612Delta1.9090Gamma12.53Leverage Ratio-0.0021Theta-0.0004Rho-9.54Eff Leverage0.0010Vega