0.20Open0.29Pre Close3 Volume39 Open Interest135.00Strike Price40.00Turnover16.08%IV1.58%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1222Delta0.1216Gamma1330.00Leverage Ratio-0.0706Theta0.0010Rho162.49Eff Leverage0.0210Vega