0.40Open0.53Pre Close1 Volume905 Open Interest16.00Strike Price40.00Turnover207.13%IV95.47%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.1947Delta0.0584Gamma20.98Leverage Ratio-0.0242Theta0.0009Rho4.08Eff Leverage0.0063Vega