0.10Open0.05Pre Close4 Volume1.01K Open Interest7.50Strike Price40.00Turnover79.13%IV29.03%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1623Delta0.1914Gamma58.90Leverage Ratio-0.0058Theta0.0006Rho9.56Eff Leverage0.0040Vega