0.20Open0.45Pre Close2 Volume844 Open Interest62.50Strike Price40.00Turnover34.01%IV9.63%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.1088Delta0.0475Gamma285.95Leverage Ratio-0.0250Theta0.0025Rho31.11Eff Leverage0.0215Vega