0.20Open0.17Pre Close2 Volume547 Open Interest2.50Strike Price40.00Turnover68.58%IV9.45%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.4238Delta0.9002Gamma16.93Leverage Ratio-0.0036Theta-0.0007Rho-7.18Eff Leverage0.0025Vega